+142.3%
XRT vs FSLY
-24.5%
+166.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | +4.1% | -22.9% | +27.0% | +6.7% |
| 30D | +9.9% | -44.6% | +54.5% | +16.4% |
| 3M | +2.3% | -41.5% | +43.7% | +6.5% |
| 6M | +9.6% | -20.8% | +30.4% | +9.0% |
| YTD | +9.1% | +59.5% | -50.4% | -7.4% |
| 1Y | +16.2% | +36.1% | -19.9% | +0.7% |
| 3Y | +60.1% | -1.0% | +61.0% | +33.9% |
| 5Y | -0.5% | -66.9% | +66.5% | -13.5% |
| All | +142.3% | -24.5% | +166.8% | +61.7% |
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