+1,596.9%
BE vs FSLY
-20.0%
+1,616.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | +20.5% | +11.8% | +8.8% | +17.4% |
| 30D | -23.4% | -36.5% | +13.2% | -14.3% |
| 3M | -14.9% | -39.7% | +24.9% | -5.4% |
| 6M | -28.1% | -9.7% | -18.4% | -29.3% |
| YTD | +132.4% | +68.9% | +63.5% | +62.9% |
| 1Y | +59.4% | +44.5% | +14.9% | +17.0% |
| 3Y | +1,815.8% | +4.8% | +1,811.0% | +1,216.5% |
| 5Y | +491.3% | -66.0% | +557.3% | +414.9% |
| All | +1,596.9% | -20.0% | +1,616.9% | +1,138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling