+72.2%
BKR vs FSLY
-0.4%
+72.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -6.7% | +7.5% | -14.2% | -7.1% |
| 30D | -8.3% | -21.1% | +12.7% | -7.2% |
| 3M | -5.4% | +21.8% | -27.2% | -7.0% |
| 6M | +0.8% | -0.1% | +0.9% | -1.0% |
| YTD | +31.8% | +123.1% | -91.2% | +22.0% |
| 1Y | +28.6% | +208.6% | -180.0% | +15.1% |
| All | +72.2% | -0.4% | +72.6% | +51.2% |
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 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