-9.4%
BITO vs FSLY
-53.7%
+44.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -1.0% |
| 7D | +1.1% | +11.2% | -10.1% | -0.4% |
| 30D | +21.8% | -18.2% | +39.9% | +24.5% |
| 3M | +25.0% | +21.9% | +3.1% | +19.9% |
| 6M | +11.3% | +4.0% | +7.3% | +4.3% |
| YTD | -12.7% | +123.1% | -135.8% | -30.5% |
| 1Y | -32.3% | +196.9% | -229.2% | -50.2% |
| 3Y | +150.3% | -1.3% | +151.6% | +111.8% |
| All | -9.4% | -53.7% | +44.3% | -23.1% |
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