+144.2%
XLF vs FSLY
0.0%
+144.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.7% | -1.6% |
| 7D | +0.2% | +3.5% | -3.3% | 0.0% |
| 30D | -0.5% | -6.4% | +5.9% | -0.4% |
| 3M | +10.6% | +10.9% | -0.2% | +9.4% |
| 6M | +14.3% | +6.7% | +7.6% | +11.2% |
| YTD | +5.5% | +111.1% | -105.6% | -3.4% |
| 1Y | +9.6% | +185.8% | -176.2% | -2.8% |
| 3Y | +75.2% | -6.6% | +81.7% | +62.4% |
| 5Y | +65.5% | -52.4% | +117.9% | +51.2% |
| All | +144.2% | 0.0% | +144.3% | +70.9% |
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