+43.6%
XLE vs FSLY
+63.4%
-19.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | 0.0% |
| 7D | -12.0% | -31.4% | +19.4% | -11.9% |
| 30D | -2.7% | -37.3% | +34.6% | -2.7% |
| 3M | +6.6% | -30.1% | +36.7% | +6.6% |
| 6M | +9.5% | -49.8% | +59.3% | +9.6% |
| YTD | +40.6% | +55.7% | -15.1% | +44.7% |
| 1Y | +43.6% | +44.5% | -0.9% | +48.2% |
| All | +43.6% | +63.4% | -19.8% | +48.2% |
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