+71.4%
BAC vs FSLY
-55.9%
+127.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.1% |
| 7D | +1.1% | -10.6% | +11.7% | +1.9% |
| 30D | -0.4% | -20.9% | +20.5% | +0.9% |
| 3M | +16.9% | +3.4% | +13.5% | +15.7% |
| 6M | +26.6% | +2.7% | +23.9% | +22.6% |
| YTD | +15.8% | +102.3% | -86.5% | +3.5% |
| 1Y | +27.2% | +182.1% | -154.9% | +8.2% |
| 3Y | +132.4% | -14.6% | +147.0% | +113.3% |
| All | +71.4% | -55.9% | +127.3% | +53.0% |
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