+33.6%
XLY vs FSLY
+1.6%
+32.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.8% |
| 7D | -1.7% | +12.5% | -14.2% | -2.4% |
| 30D | -4.2% | -18.8% | +14.6% | -3.2% |
| 3M | -2.7% | +22.7% | -25.3% | -4.3% |
| 6M | -0.6% | -3.7% | +3.1% | -2.7% |
| YTD | -5.0% | +127.5% | -132.5% | -13.7% |
| 1Y | -4.1% | +193.5% | -197.6% | -16.2% |
| 3Y | +33.6% | -1.3% | +34.9% | +20.2% |
| All | +33.6% | +1.6% | +32.0% | +20.2% |
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