+95.3%
XLP vs FSLY
-22.7%
+118.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.5% |
| 7D | +2.5% | +4.9% | -2.3% | +2.4% |
| 30D | +7.3% | -33.5% | +40.8% | +8.0% |
| 3M | +8.1% | -44.6% | +52.7% | +9.1% |
| 6M | +10.5% | -9.2% | +19.7% | +9.9% |
| YTD | +21.2% | +63.3% | -42.1% | +16.8% |
| 1Y | +22.7% | +45.3% | -22.6% | +18.6% |
| 3Y | +44.8% | +3.7% | +41.1% | +38.8% |
| 5Y | +44.7% | -67.2% | +111.9% | +40.8% |
| All | +95.3% | -22.7% | +118.0% | +59.6% |
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 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