+178.0%
XLE vs FSLY
-4.2%
+182.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.7% |
| 7D | +2.2% | -10.6% | +12.8% | +2.7% |
| 30D | +11.8% | -20.9% | +32.7% | +12.7% |
| 3M | +9.8% | +3.4% | +6.4% | +9.2% |
| 6M | +15.6% | +2.7% | +12.8% | +13.4% |
| YTD | +45.3% | +102.3% | -57.0% | +36.2% |
| 1Y | +48.3% | +182.1% | -133.7% | +35.4% |
| 3Y | +55.4% | -14.6% | +70.0% | +47.1% |
| 5Y | +216.1% | -55.9% | +272.0% | +198.8% |
| All | +178.0% | -4.2% | +182.2% | +100.1% |
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