+65.0%
XLF vs FSLY
-50.4%
+115.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.9% | +7.5% | -10.4% | -3.3% |
| 30D | -1.6% | -21.1% | +19.5% | -0.4% |
| 3M | +9.3% | +21.8% | -12.5% | +7.4% |
| 6M | +14.6% | -0.1% | +14.7% | +12.0% |
| YTD | +4.7% | +123.1% | -118.4% | -4.8% |
| 1Y | +8.6% | +208.6% | -199.9% | -5.0% |
| 3Y | +73.9% | -1.3% | +75.1% | +60.7% |
| 5Y | +65.0% | -48.4% | +113.4% | +46.6% |
| All | +65.0% | -50.4% | +115.5% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling