+1,683.6%
BE vs FSLY
-6.2%
+1,689.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.8% | +11.1% | +11.8% |
| 7D | -1.2% | -22.4% | +21.2% | +1.4% |
| 30D | -30.9% | -45.5% | +14.6% | -27.0% |
| 3M | -11.6% | -30.4% | +18.8% | -8.8% |
| 6M | -25.7% | -22.1% | -3.6% | -24.2% |
| YTD | +123.1% | +57.0% | +66.2% | +114.3% |
| 1Y | +43.4% | +38.2% | +5.2% | +40.2% |
| 3Y | +1,683.6% | -2.5% | +1,686.1% | +1,573.3% |
| All | +1,683.6% | -6.2% | +1,689.8% | +1,573.3% |
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