+65.6%
BROS vs FSLY
-7.5%
+73.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -2.0% |
| 7D | -0.9% | +3.5% | -4.4% | -1.3% |
| 30D | -13.5% | -6.4% | -7.0% | -13.4% |
| 3M | -18.4% | +10.9% | -29.3% | -19.8% |
| 6M | -10.6% | +6.7% | -17.3% | -13.9% |
| YTD | -25.1% | +111.1% | -136.2% | -34.5% |
| 1Y | -28.6% | +185.8% | -214.4% | -42.1% |
| 3Y | +65.6% | -6.6% | +72.1% | +31.6% |
| All | +65.6% | -7.5% | +73.1% | +31.6% |
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