+20.5%
XYZ vs FSLY
+63.4%
-42.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +1.6% |
| 7D | +12.1% | -31.4% | +43.6% | +12.9% |
| 30D | +12.4% | -37.3% | +49.7% | +13.3% |
| 3M | +8.2% | -30.1% | +38.3% | +8.8% |
| 6M | +20.7% | -49.8% | +70.5% | +20.7% |
| YTD | +31.3% | +55.7% | -24.4% | +42.9% |
| 1Y | +20.5% | +44.5% | -24.0% | +31.9% |
| All | +20.5% | +63.4% | -42.9% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling