+181.1%
XLE vs FSLY
0.0%
+181.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | +0.9% |
| 7D | 0.0% | +3.5% | -3.5% | -0.2% |
| 30D | +12.6% | -6.4% | +19.0% | +12.7% |
| 3M | +11.8% | +10.9% | +1.0% | +10.9% |
| 6M | +16.1% | +6.7% | +9.4% | +13.7% |
| YTD | +46.9% | +111.1% | -64.2% | +37.4% |
| 1Y | +53.3% | +185.8% | -132.5% | +39.9% |
| 3Y | +54.9% | -6.6% | +61.5% | +45.9% |
| 5Y | +225.7% | -52.4% | +278.1% | +206.5% |
| All | +181.1% | 0.0% | +181.1% | +102.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling