+216.3%
BKR vs FSLY
+7.7%
+208.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.7% |
| 7D | -7.0% | +12.5% | -19.5% | -7.7% |
| 30D | -8.1% | -18.8% | +10.7% | -7.0% |
| 3M | -6.6% | +22.7% | -29.3% | -8.4% |
| 6M | +0.9% | -3.7% | +4.6% | -1.0% |
| YTD | +31.1% | +127.5% | -96.4% | +19.6% |
| 1Y | +27.7% | +193.5% | -165.8% | +13.6% |
| 3Y | +71.2% | -1.3% | +72.5% | +57.8% |
| 5Y | +177.6% | -47.3% | +225.0% | +153.8% |
| All | +216.3% | +7.7% | +208.6% | +124.5% |
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 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