+145.3%
XLC vs FSLY
-4.2%
+149.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.0% |
| 7D | -0.8% | -10.6% | +9.8% | +0.1% |
| 30D | +1.0% | -20.9% | +21.9% | +2.6% |
| 3M | -0.7% | +3.4% | -4.1% | -1.8% |
| 6M | -5.1% | +2.7% | -7.9% | -8.7% |
| YTD | -4.3% | +102.3% | -106.5% | -15.9% |
| 1Y | -0.6% | +182.1% | -182.6% | -16.9% |
| 3Y | +72.7% | -14.6% | +87.3% | +56.4% |
| 5Y | +38.0% | -55.9% | +93.9% | +22.1% |
| All | +145.3% | -4.2% | +149.6% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling