+163.2%
XLI vs FSLY
-4.2%
+167.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.6% |
| 7D | -1.1% | -10.6% | +9.6% | -0.4% |
| 30D | -5.9% | -20.9% | +15.0% | -4.9% |
| 3M | -0.3% | +3.4% | -3.7% | -1.0% |
| 6M | +0.1% | +2.7% | -2.6% | -2.2% |
| YTD | +13.6% | +102.3% | -88.7% | +4.6% |
| 1Y | +17.2% | +182.1% | -164.9% | +4.5% |
| 3Y | +68.2% | -14.6% | +82.8% | +57.0% |
| 5Y | +80.7% | -55.9% | +136.6% | +66.0% |
| All | +163.2% | -4.2% | +167.4% | +95.1% |
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