+262.5%
XOM vs FSLY
-50.4%
+313.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.5% | +2.1% |
| 7D | 0.0% | +11.2% | -11.1% | -0.1% |
| 30D | +3.4% | -18.2% | +21.6% | +3.7% |
| 3M | +11.0% | +21.9% | -10.9% | +10.4% |
| 6M | +10.6% | +4.0% | +6.6% | +9.8% |
| YTD | +39.2% | +123.1% | -83.9% | +35.2% |
| 1Y | +52.7% | +196.9% | -144.1% | +46.2% |
| 3Y | +56.8% | -1.3% | +58.0% | +52.1% |
| All | +262.5% | -50.4% | +313.0% | +250.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling