+2,217.2%
BE vs FSLY
+7.7%
+2,209.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.0% | +4.7% | +6.2% |
| 7D | +9.0% | +12.5% | -3.4% | +5.9% |
| 30D | +16.3% | -18.8% | +35.1% | +21.6% |
| 3M | +10.8% | +22.7% | -11.9% | +2.7% |
| 6M | +73.2% | -3.7% | +76.9% | +59.6% |
| YTD | +217.4% | +127.5% | +89.9% | +109.4% |
| 1Y | +309.8% | +193.5% | +116.3% | +139.9% |
| 3Y | +1,726.2% | -1.3% | +1,727.5% | +1,237.7% |
| 5Y | +1,306.2% | -47.3% | +1,353.5% | +999.0% |
| All | +2,217.2% | +7.7% | +2,209.5% | +1,491.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling