+1,251.0%
BE vs FSLY
-54.2%
+1,305.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.4% | +5.3% | +8.7% |
| 7D | +29.8% | +3.5% | +26.3% | +28.9% |
| 30D | +26.4% | -6.4% | +32.8% | +26.6% |
| 3M | +9.3% | +10.9% | -1.6% | +4.9% |
| 6M | +105.1% | +6.7% | +98.4% | +87.7% |
| YTD | +219.0% | +111.1% | +107.9% | +129.6% |
| 1Y | +418.8% | +185.8% | +233.0% | +226.9% |
| 3Y | +1,784.6% | -6.6% | +1,791.1% | +1,434.8% |
| 5Y | +1,251.0% | -52.4% | +1,303.4% | +1,251.3% |
| All | +1,251.0% | -54.2% | +1,305.2% | +1,251.3% |
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 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