+49.2%
BP vs FSLY
-6.2%
+55.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -6.9% | -22.4% | +15.6% | -6.5% |
| 30D | -3.6% | -45.5% | +41.9% | -2.7% |
| 3M | +8.4% | -30.4% | +38.8% | +8.8% |
| 6M | +5.3% | -22.1% | +27.4% | +5.3% |
| YTD | +33.2% | +57.0% | -23.8% | +29.2% |
| 1Y | +28.2% | +38.2% | -10.1% | +25.2% |
| 3Y | +49.2% | -2.5% | +51.7% | +37.6% |
| All | +49.2% | -6.2% | +55.5% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling