+2,025.0%
BE vs FSLY
-4.2%
+2,029.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.5% | +9.9% | +8.0% |
| 7D | +20.0% | -10.6% | +30.6% | +23.1% |
| 30D | +7.9% | -20.9% | +28.8% | +12.4% |
| 3M | -13.2% | +3.4% | -16.6% | -16.2% |
| 6M | +53.5% | +2.7% | +50.7% | +39.0% |
| YTD | +191.0% | +102.3% | +88.8% | +97.7% |
| 1Y | +360.5% | +182.1% | +178.5% | +170.1% |
| 3Y | +1,568.0% | -14.6% | +1,582.6% | +1,170.3% |
| 5Y | +1,055.2% | -55.9% | +1,111.1% | +848.4% |
| All | +2,025.0% | -4.2% | +2,029.2% | +1,402.3% |
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