+42.0%
XLP vs FSLY
-68.3%
+110.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.3% | -1.3% |
| 7D | +0.7% | -31.4% | +32.2% | +1.1% |
| 30D | +10.3% | -37.3% | +47.6% | +10.6% |
| 3M | +6.5% | -30.1% | +36.7% | +6.6% |
| 6M | +8.4% | -49.8% | +58.2% | +8.8% |
| YTD | +18.2% | +55.7% | -37.5% | +15.2% |
| 1Y | +22.4% | +44.5% | -22.1% | +19.5% |
| 3Y | +41.9% | -4.3% | +46.2% | +37.7% |
| All | +42.0% | -68.3% | +110.3% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling