+156.8%
BITO vs FSLY
+1.6%
+155.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.1% |
| 7D | -3.4% | +12.5% | -15.9% | -4.1% |
| 30D | +21.4% | -18.8% | +40.2% | +22.6% |
| 3M | +20.5% | +22.7% | -2.2% | +18.2% |
| 6M | +7.4% | -3.7% | +11.1% | +5.0% |
| YTD | -13.9% | +127.5% | -141.4% | -22.2% |
| 1Y | -35.1% | +193.5% | -228.6% | -43.4% |
| 3Y | +156.8% | -1.3% | +158.1% | +133.5% |
| All | +156.8% | +1.6% | +155.2% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling