+20.4%
XLV vs FSLY
+210.9%
-190.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.2% |
| 7D | -3.6% | +12.5% | -16.0% | -3.5% |
| 30D | -1.8% | -18.8% | +17.0% | -1.8% |
| 3M | +7.8% | +22.7% | -14.9% | +7.7% |
| 6M | +9.1% | -3.7% | +12.8% | +9.2% |
| YTD | +7.7% | +127.5% | -119.8% | +7.0% |
| 1Y | +20.4% | +193.5% | -173.1% | +19.9% |
| All | +20.4% | +210.9% | -190.5% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling