+431.3%
XLK vs FSLY
+5.6%
+425.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.7% |
| 7D | +2.3% | +11.2% | -8.8% | +1.0% |
| 30D | +0.8% | -18.2% | +19.0% | +2.9% |
| 3M | +4.1% | +21.9% | -17.8% | +0.8% |
| 6M | +34.8% | +4.0% | +30.7% | +28.9% |
| YTD | +30.8% | +123.1% | -92.3% | +10.6% |
| 1Y | +42.4% | +196.9% | -154.5% | +13.9% |
| 3Y | +121.8% | -1.3% | +123.1% | +93.0% |
| 5Y | +146.6% | -50.2% | +196.8% | +113.3% |
| All | +431.3% | +5.6% | +425.7% | +257.6% |
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