-50.6%
BA vs FSLY
-25.7%
-24.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -1.7% | -22.4% | +20.7% | +0.3% |
| 30D | -9.5% | -45.5% | +36.0% | -4.9% |
| 3M | -26.5% | -30.4% | +3.9% | -25.3% |
| 6M | -27.4% | -22.1% | -5.3% | -27.4% |
| YTD | -20.6% | +57.0% | -77.6% | -30.3% |
| 1Y | -11.4% | +38.2% | -49.7% | -21.3% |
| 3Y | -10.8% | -2.5% | -8.3% | -23.3% |
| 5Y | -21.9% | -68.8% | +46.9% | -30.0% |
| All | -50.6% | -25.7% | -24.9% | -66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling