+129.2%
XRT vs FSLY
-4.2%
+133.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.3% |
| 7D | +0.8% | -10.6% | +11.4% | +2.1% |
| 30D | -4.2% | -20.9% | +16.7% | -2.3% |
| 3M | +5.1% | +3.4% | +1.7% | +3.4% |
| 6M | +2.4% | +2.7% | -0.3% | -2.7% |
| YTD | +3.2% | +102.3% | -99.1% | -13.2% |
| 1Y | +1.5% | +182.1% | -180.5% | -20.2% |
| 3Y | +40.6% | -14.6% | +55.1% | +23.1% |
| 5Y | -1.0% | -55.9% | +54.9% | -15.4% |
| All | +129.2% | -4.2% | +133.4% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling