-20.3%
BROS vs FSLY
+161.0%
-181.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +2.5% | -22.2% | +24.6% | +3.0% |
| 30D | +15.1% | -19.1% | +34.2% | +15.5% |
| 3M | -31.4% | -15.7% | -15.7% | -31.3% |
| 6M | -22.6% | -23.5% | +0.9% | -22.4% |
| YTD | -28.1% | +106.6% | -134.8% | -24.8% |
| 1Y | -20.3% | +164.3% | -184.5% | -14.9% |
| All | -20.3% | +161.0% | -181.2% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling