+73.6%
XLF vs FSLY
-0.4%
+74.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.6% |
| 7D | -1.0% | +11.2% | -12.2% | -1.4% |
| 30D | -1.3% | -18.2% | +16.9% | -0.8% |
| 3M | +9.1% | +21.9% | -12.8% | +8.2% |
| 6M | +14.4% | +4.0% | +10.3% | +12.8% |
| YTD | +5.1% | +123.1% | -118.0% | -0.1% |
| 1Y | +8.6% | +196.9% | -188.2% | +0.7% |
| All | +73.6% | -0.4% | +74.0% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling