+163.2%
BAC vs FSLY
0.0%
+163.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -0.8% |
| 7D | +1.2% | +3.5% | -2.3% | +0.9% |
| 30D | -0.7% | -6.4% | +5.7% | -0.7% |
| 3M | +16.9% | +10.9% | +6.0% | +15.3% |
| 6M | +29.6% | +6.7% | +22.9% | +25.7% |
| YTD | +15.3% | +111.1% | -95.8% | +4.2% |
| 1Y | +28.8% | +185.8% | -156.9% | +12.4% |
| 3Y | +136.4% | -6.6% | +143.0% | +116.8% |
| 5Y | +72.9% | -52.4% | +125.3% | +55.8% |
| All | +163.2% | 0.0% | +163.2% | +76.1% |
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