+154.1%
XLI vs FSLY
-22.7%
+176.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.2% |
| 7D | +3.8% | +4.9% | -1.1% | +3.4% |
| 30D | +1.0% | -33.5% | +34.6% | +3.1% |
| 3M | -8.9% | -44.6% | +35.7% | -6.5% |
| 6M | -2.3% | -9.2% | +6.9% | -3.1% |
| YTD | +9.7% | +63.3% | -53.6% | +1.5% |
| 1Y | +12.3% | +45.3% | -33.0% | +4.7% |
| 3Y | +71.5% | +3.7% | +67.7% | +56.7% |
| 5Y | +70.2% | -67.2% | +137.3% | +58.0% |
| All | +154.1% | -22.7% | +176.8% | +89.3% |
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 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