+62.2%
BP vs FSLY
-22.7%
+84.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.0% |
| 7D | +3.8% | +4.9% | -1.1% | +3.6% |
| 30D | -5.3% | -33.5% | +28.2% | -4.0% |
| 3M | +9.3% | -44.6% | +53.9% | +11.2% |
| 6M | +7.2% | -9.2% | +16.5% | +6.5% |
| YTD | +38.0% | +63.3% | -25.2% | +30.3% |
| 1Y | +33.2% | +45.3% | -12.1% | +26.4% |
| 3Y | +50.3% | +3.7% | +46.5% | +40.1% |
| 5Y | +114.1% | -67.2% | +181.2% | +104.7% |
| All | +62.2% | -22.7% | +84.9% | +22.2% |
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