-43.4%
BROS vs FSLY
-68.1%
+24.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.3% |
| 7D | -19.0% | -22.9% | +3.9% | -14.6% |
| 30D | -7.3% | -44.6% | +37.3% | +2.9% |
| 3M | -31.2% | -41.5% | +10.3% | -25.8% |
| 6M | -33.0% | -20.8% | -12.2% | -32.6% |
| YTD | -42.4% | +59.5% | -101.9% | -55.2% |
| 1Y | -37.7% | +36.1% | -73.9% | -49.8% |
| 3Y | +28.2% | -1.0% | +29.2% | -3.7% |
| 5Y | -43.4% | -66.9% | +23.6% | -42.3% |
| All | -43.4% | -68.1% | +24.8% | -42.3% |
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 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