+85.4%
BE vs FSLY
+41.1%
+44.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.6% | -4.7% |
| 7D | +10.8% | +4.9% | +6.0% | +10.5% |
| 30D | -19.8% | -33.5% | +13.7% | -18.1% |
| 3M | -18.7% | -44.6% | +25.9% | -16.9% |
| 6M | -33.7% | -9.2% | -24.5% | -31.8% |
| YTD | +121.0% | +63.3% | +57.7% | +164.0% |
| 1Y | +85.4% | +45.3% | +40.1% | +123.6% |
| All | +85.4% | +41.1% | +44.3% | +123.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling