-50.3%
BA vs FSLY
-24.5%
-25.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | 0.0% | -22.9% | +23.0% | +2.1% |
| 30D | -8.9% | -44.6% | +35.6% | -4.5% |
| 3M | -25.5% | -41.5% | +16.0% | -22.8% |
| 6M | -27.0% | -20.8% | -6.1% | -27.1% |
| YTD | -20.1% | +59.5% | -79.7% | -30.0% |
| 1Y | -11.0% | +36.1% | -47.1% | -20.7% |
| 3Y | -11.8% | -1.0% | -10.9% | -24.3% |
| 5Y | -20.6% | -66.9% | +46.3% | -29.3% |
| All | -50.3% | -24.5% | -25.8% | -66.5% |
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