+28.8%
BAC vs FSLY
+187.7%
-158.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -0.5% |
| 7D | +1.2% | +3.5% | -2.3% | +1.1% |
| 30D | -0.7% | -6.4% | +5.7% | -0.7% |
| 3M | +16.9% | +10.9% | +6.0% | +16.7% |
| 6M | +29.6% | +6.7% | +22.9% | +29.7% |
| YTD | +15.3% | +111.1% | -95.8% | +16.0% |
| 1Y | +28.8% | +185.8% | -156.9% | +26.6% |
| All | +28.8% | +187.7% | -158.9% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling