+170.4%
XLE vs FSLY
-25.7%
+196.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -7.9% | -22.4% | +14.5% | -7.0% |
| 30D | -4.8% | -45.5% | +40.6% | -2.5% |
| 3M | +8.4% | -30.4% | +38.8% | +9.3% |
| 6M | +12.7% | -22.1% | +34.8% | +12.7% |
| YTD | +41.3% | +57.0% | -15.7% | +33.2% |
| 1Y | +42.3% | +38.2% | +4.1% | +35.0% |
| 3Y | +65.1% | -2.5% | +67.6% | +53.8% |
| 5Y | +150.2% | -68.8% | +219.0% | +139.7% |
| All | +170.4% | -25.7% | +196.1% | +95.7% |
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