+40.6%
BBY vs FSLY
-0.4%
+40.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.1% | -1.7% |
| 7D | +1.2% | +11.2% | -10.0% | +0.6% |
| 30D | +6.8% | -18.2% | +25.0% | +7.7% |
| 3M | +18.7% | +21.9% | -3.2% | +16.9% |
| 6M | +37.3% | +4.0% | +33.3% | +34.0% |
| YTD | +35.3% | +123.1% | -87.8% | +23.6% |
| 1Y | +20.7% | +196.9% | -176.2% | +5.1% |
| All | +40.6% | -0.4% | +40.9% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling