-0.5%
BBY vs FSLY
-50.4%
+49.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.7% | +7.5% | -6.8% | -0.1% |
| 30D | +5.8% | -21.1% | +26.9% | +7.9% |
| 3M | +18.0% | +21.8% | -3.8% | +14.6% |
| 6M | +39.8% | -0.1% | +40.0% | +34.2% |
| YTD | +35.4% | +123.1% | -87.7% | +14.5% |
| 1Y | +21.4% | +208.6% | -187.2% | -4.1% |
| 3Y | +39.5% | -1.3% | +40.8% | +22.6% |
| 5Y | -0.5% | -48.4% | +47.9% | -16.8% |
| All | -0.5% | -50.4% | +49.9% | -16.8% |
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