+465.4%
BE vs FSLY
-69.6%
+535.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.8% | +11.1% | +11.7% |
| 7D | -1.2% | -22.4% | +21.2% | +4.2% |
| 30D | -30.9% | -45.5% | +14.6% | -21.9% |
| 3M | -11.6% | -30.4% | +18.8% | -6.8% |
| 6M | -25.7% | -22.1% | -3.6% | -24.3% |
| YTD | +123.1% | +57.0% | +66.2% | +72.0% |
| 1Y | +43.4% | +38.2% | +5.2% | +14.4% |
| 3Y | +1,683.6% | -2.5% | +1,686.1% | +1,265.1% |
| 5Y | +465.4% | -68.8% | +534.3% | +470.9% |
| All | +465.4% | -69.6% | +535.0% | +470.9% |
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