+34.1%
XLP vs FSLY
-55.9%
+90.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.8% |
| 7D | -1.0% | -10.6% | +9.6% | -0.9% |
| 30D | -0.9% | -20.9% | +20.0% | -0.6% |
| 3M | +3.8% | +3.4% | +0.4% | +3.6% |
| 6M | -1.7% | +2.7% | -4.5% | -2.4% |
| YTD | +10.3% | +102.3% | -92.0% | +7.4% |
| 1Y | +7.8% | +182.1% | -174.3% | +3.9% |
| 3Y | +27.2% | -14.6% | +41.8% | +24.9% |
| All | +34.1% | -55.9% | +90.0% | +24.3% |
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