+46.3%
XLU vs FSLY
+1.6%
+44.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.3% |
| 7D | -1.6% | +12.5% | -14.1% | -1.8% |
| 30D | -3.3% | -18.8% | +15.5% | -3.0% |
| 3M | -3.2% | +22.7% | -25.8% | -3.6% |
| 6M | -7.0% | -3.7% | -3.3% | -7.5% |
| YTD | +0.6% | +127.5% | -126.9% | -2.6% |
| 1Y | +2.4% | +193.5% | -191.1% | -1.9% |
| 3Y | +46.3% | -1.3% | +47.6% | +36.0% |
| All | +46.3% | +1.6% | +44.7% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling