+19.7%
BROS vs FSLY
-47.1%
+66.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.7% |
| 7D | -5.8% | +12.5% | -18.2% | -7.9% |
| 30D | -14.0% | -18.8% | +4.9% | -11.1% |
| 3M | -32.5% | +22.7% | -55.2% | -36.0% |
| 6M | -14.9% | -3.7% | -11.2% | -19.8% |
| YTD | -28.3% | +127.5% | -155.8% | -47.0% |
| 1Y | -34.0% | +193.5% | -227.5% | -56.0% |
| 3Y | +63.0% | -1.3% | +64.3% | +30.3% |
| All | +19.7% | -47.1% | +66.7% | +4.3% |
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 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