+9.1%
BND vs FSLY
-22.7%
+31.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | -0.1% |
| 7D | -1.4% | +4.9% | -6.3% | -1.5% |
| 30D | +0.6% | -33.5% | +34.1% | +0.8% |
| 3M | -1.6% | -44.6% | +43.0% | -1.3% |
| 6M | -1.5% | -9.2% | +7.7% | -1.7% |
| YTD | -1.5% | +63.3% | -64.7% | -2.4% |
| 1Y | -1.1% | +45.3% | -46.4% | -1.9% |
| 3Y | +13.6% | +3.7% | +9.9% | +12.4% |
| 5Y | -1.8% | -67.2% | +65.3% | -3.1% |
| All | +9.1% | -22.7% | +31.8% | +7.2% |
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 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