+21.9%
BAC vs FSLY
-69.6%
+91.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.2% |
| 7D | +2.0% | -22.4% | +24.4% | +3.6% |
| 30D | -6.9% | -45.5% | +38.5% | -3.2% |
| 3M | -19.6% | -30.4% | +10.8% | -18.5% |
| 6M | -0.5% | -22.1% | +21.6% | -0.4% |
| YTD | -6.6% | +57.0% | -63.6% | -15.7% |
| 1Y | -3.0% | +38.2% | -41.2% | -11.4% |
| 3Y | +97.3% | -2.5% | +99.8% | +75.1% |
| 5Y | +21.9% | -68.8% | +90.7% | +5.1% |
| All | +21.9% | -69.6% | +91.5% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling