+27.0%
BROS vs FSLY
-52.9%
+79.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.2% |
| 7D | -6.7% | -10.6% | +4.0% | -4.7% |
| 30D | -29.1% | -20.9% | -8.2% | -26.4% |
| 3M | -16.7% | +3.4% | -20.1% | -18.5% |
| 6M | -11.6% | +2.7% | -14.4% | -18.0% |
| YTD | -23.9% | +102.3% | -126.2% | -42.4% |
| 1Y | -34.8% | +182.1% | -216.8% | -56.5% |
| 3Y | +62.1% | -14.6% | +76.6% | +33.8% |
| All | +27.0% | -52.9% | +79.9% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling