+92.2%
XLP vs FSLY
-25.7%
+117.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | +0.1% | -22.4% | +22.5% | +0.5% |
| 30D | +8.9% | -45.5% | +54.4% | +10.1% |
| 3M | +7.5% | -30.4% | +37.9% | +7.8% |
| 6M | +9.4% | -22.1% | +31.5% | +9.3% |
| YTD | +19.3% | +57.0% | -37.7% | +15.0% |
| 1Y | +21.7% | +38.2% | -16.5% | +17.8% |
| 3Y | +44.0% | -2.5% | +46.5% | +38.2% |
| 5Y | +42.8% | -68.8% | +111.6% | +39.1% |
| All | +92.2% | -25.7% | +117.9% | +57.2% |
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