+35.6%
XYZ vs FSLY
-25.7%
+61.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.4% |
| 7D | +14.9% | -22.4% | +37.3% | +21.1% |
| 30D | +14.7% | -45.5% | +60.1% | +30.5% |
| 3M | +12.1% | -30.4% | +42.5% | +16.5% |
| 6M | +18.3% | -22.1% | +40.4% | +17.9% |
| YTD | +36.1% | +57.0% | -20.9% | -7.2% |
| 1Y | +35.3% | +38.2% | -2.9% | -4.4% |
| 3Y | +73.5% | -2.5% | +76.0% | +14.5% |
| 5Y | -61.6% | -68.8% | +7.2% | -68.9% |
| All | +35.6% | -25.7% | +61.3% | -26.6% |
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