+21.2%
BIL vs FSLY
+5.6%
+15.6%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | 0.0% |
| 7D | +0.1% | +11.2% | -11.1% | +0.1% |
| 30D | +0.3% | -18.2% | +18.4% | +0.3% |
| 3M | +0.9% | +21.9% | -21.0% | +0.9% |
| 6M | +1.8% | +4.0% | -2.2% | +1.8% |
| YTD | +2.5% | +123.1% | -120.6% | +2.5% |
| 1Y | +3.7% | +196.9% | -193.2% | +3.7% |
| 3Y | +14.1% | -1.3% | +15.3% | +14.1% |
| 5Y | +19.4% | -50.2% | +69.6% | +19.4% |
| All | +21.2% | +5.6% | +15.6% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling