+10.4%
BND vs FSLY
0.0%
+10.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -0.1% |
| 7D | +0.1% | +3.5% | -3.3% | +0.1% |
| 30D | -0.4% | -6.4% | +6.0% | -0.3% |
| 3M | -0.2% | +10.9% | -11.1% | -0.4% |
| 6M | -1.2% | +6.7% | -7.9% | -1.5% |
| YTD | -0.3% | +111.1% | -111.4% | -1.3% |
| 1Y | +0.4% | +185.8% | -185.4% | -1.0% |
| 3Y | +13.4% | -6.6% | +20.0% | +12.4% |
| 5Y | -1.5% | -52.4% | +50.9% | -3.0% |
| All | +10.4% | 0.0% | +10.5% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling