+430.8%
XLK vs FSLY
+7.7%
+423.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.1% |
| 7D | +0.2% | +12.5% | -12.3% | -1.2% |
| 30D | -0.6% | -18.8% | +18.2% | +1.5% |
| 3M | +2.6% | +22.7% | -20.1% | -0.7% |
| 6M | +34.0% | -3.7% | +37.7% | +29.4% |
| YTD | +30.7% | +127.5% | -96.8% | +10.2% |
| 1Y | +39.2% | +193.5% | -154.3% | +11.7% |
| 3Y | +120.4% | -1.3% | +121.7% | +91.9% |
| 5Y | +148.8% | -47.3% | +196.1% | +113.7% |
| All | +430.8% | +7.7% | +423.1% | +256.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling