+57.5%
BP vs FSLY
0.0%
+57.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -1.9% | +2.3% |
| 7D | +0.9% | +3.5% | -2.5% | +0.8% |
| 30D | +9.1% | -6.4% | +15.5% | +9.2% |
| 3M | +3.9% | +10.9% | -7.0% | +3.0% |
| 6M | +13.6% | +6.7% | +6.9% | +11.4% |
| YTD | +34.0% | +111.1% | -77.1% | +25.9% |
| 1Y | +39.2% | +185.8% | -146.6% | +27.7% |
| 3Y | +36.4% | -6.6% | +43.0% | +28.9% |
| 5Y | +135.8% | -52.4% | +188.2% | +122.3% |
| All | +57.5% | 0.0% | +57.5% | +18.1% |
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