+53.3%
XLE vs FSLY
+187.7%
-134.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | +1.1% |
| 7D | 0.0% | +3.5% | -3.5% | 0.0% |
| 30D | +12.6% | -6.4% | +19.0% | +12.6% |
| 3M | +11.8% | +10.9% | +1.0% | +11.8% |
| 6M | +16.1% | +6.7% | +9.4% | +16.8% |
| YTD | +46.9% | +111.1% | -64.2% | +50.1% |
| 1Y | +53.3% | +185.8% | -132.5% | +57.5% |
| All | +53.3% | +187.7% | -134.4% | +57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling