+193.9%
BLK vs FSLY
+7.7%
+186.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.4% |
| 7D | -3.3% | +12.5% | -15.8% | -4.4% |
| 30D | -6.5% | -18.8% | +12.3% | -5.0% |
| 3M | +6.7% | +22.7% | -15.9% | +3.9% |
| 6M | +14.7% | -3.7% | +18.4% | +11.1% |
| YTD | +2.5% | +127.5% | -125.0% | -11.5% |
| 1Y | -2.8% | +193.5% | -196.3% | -19.5% |
| 3Y | +65.9% | -1.3% | +67.2% | +47.1% |
| 5Y | +33.0% | -47.3% | +80.3% | +15.3% |
| All | +193.9% | +7.7% | +186.1% | +90.1% |
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 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