+40.9%
XYZ vs FSLY
-13.5%
+54.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.4% |
| 7D | -1.0% | -10.6% | +9.7% | +0.3% |
| 30D | -1.7% | -20.9% | +19.2% | +0.5% |
| 3M | +16.7% | +3.4% | +13.3% | +15.6% |
| 6M | +26.9% | +2.7% | +24.1% | +21.3% |
| YTD | +27.1% | +102.3% | -75.1% | +9.1% |
| 1Y | +9.3% | +182.1% | -172.8% | -15.1% |
| All | +40.9% | -13.5% | +54.4% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling