+12.3%
XLI vs FSLY
+41.1%
-28.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.3% |
| 7D | +3.8% | +4.9% | -1.1% | +3.6% |
| 30D | +1.0% | -33.5% | +34.6% | +1.7% |
| 3M | -8.9% | -44.6% | +35.7% | -8.2% |
| 6M | -2.3% | -9.2% | +6.9% | -2.1% |
| YTD | +9.7% | +63.3% | -53.6% | +11.2% |
| 1Y | +12.3% | +45.3% | -33.0% | +14.7% |
| All | +12.3% | +41.1% | -28.8% | +14.7% |
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