+149.0%
BKNG vs FSLY
+5.6%
+143.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -10.7% | +7.5% | -18.2% | -11.2% |
| 30D | -18.1% | -21.1% | +3.0% | -16.8% |
| 3M | +8.5% | +21.8% | -13.2% | +5.8% |
| 6M | -0.1% | -0.1% | +0.1% | -3.3% |
| YTD | -18.2% | +123.1% | -141.3% | -28.1% |
| 1Y | -19.9% | +208.6% | -228.4% | -32.7% |
| 3Y | +41.6% | -1.3% | +42.9% | +27.1% |
| 5Y | +93.1% | -48.4% | +141.5% | +67.6% |
| All | +149.0% | +5.6% | +143.4% | +70.8% |
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