+200.6%
XOM vs FSLY
+5.6%
+195.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | +7.5% | -5.7% | +1.7% |
| 30D | +4.1% | -21.1% | +25.2% | +4.6% |
| 3M | +10.4% | +21.8% | -11.4% | +9.6% |
| 6M | +13.0% | -0.1% | +13.2% | +12.0% |
| YTD | +40.1% | +123.1% | -83.0% | +34.6% |
| 1Y | +51.1% | +208.6% | -157.4% | +42.9% |
| 3Y | +57.7% | -1.3% | +59.0% | +52.1% |
| 5Y | +264.7% | -48.4% | +313.1% | +250.3% |
| All | +200.6% | +5.6% | +195.0% | +131.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling