+25.1%
BROS vs FSLY
-50.9%
+76.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -2.3% |
| 7D | -0.9% | +3.5% | -4.4% | -1.7% |
| 30D | -13.5% | -6.4% | -7.0% | -13.5% |
| 3M | -18.4% | +10.9% | -29.3% | -21.1% |
| 6M | -10.6% | +6.7% | -17.3% | -17.7% |
| YTD | -25.1% | +111.1% | -136.2% | -43.8% |
| 1Y | -28.6% | +185.8% | -214.4% | -52.4% |
| 3Y | +65.6% | -6.6% | +72.1% | +33.4% |
| All | +25.1% | -50.9% | +76.0% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling