+30.8%
XLV vs FSLY
+1.6%
+29.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.2% |
| 7D | -3.6% | +12.5% | -16.0% | -3.7% |
| 30D | -1.8% | -18.8% | +17.0% | -1.6% |
| 3M | +7.8% | +22.7% | -14.9% | +7.2% |
| 6M | +9.1% | -3.7% | +12.8% | +8.5% |
| YTD | +7.7% | +127.5% | -119.8% | +4.4% |
| 1Y | +20.4% | +193.5% | -173.1% | +15.4% |
| 3Y | +30.8% | -1.3% | +32.1% | +24.1% |
| All | +30.8% | +1.6% | +29.2% | +24.1% |
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