+120.5%
XRT vs FSLY
+5.6%
+114.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -2.3% |
| 7D | -2.4% | +11.2% | -13.6% | -3.7% |
| 30D | -6.9% | -18.2% | +11.2% | -5.2% |
| 3M | -0.4% | +21.9% | -22.3% | -3.9% |
| 6M | +2.2% | +4.0% | -1.8% | -2.9% |
| YTD | -0.7% | +123.1% | -123.8% | -17.5% |
| 1Y | -2.0% | +196.9% | -198.9% | -23.3% |
| 3Y | +41.0% | -1.3% | +42.3% | +21.2% |
| 5Y | -3.3% | -50.2% | +46.9% | -18.6% |
| All | +120.5% | +5.6% | +114.9% | +44.1% |
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 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