-2.1%
BROS vs FSLY
-62.0%
+59.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.3% | +9.8% | +7.1% |
| 7D | +6.3% | +4.9% | +1.4% | +5.2% |
| 30D | -8.3% | -33.5% | +25.2% | -1.6% |
| 3M | -29.8% | -44.6% | +14.9% | -23.5% |
| 6M | -25.8% | -9.2% | -16.6% | -27.4% |
| YTD | -41.4% | +63.3% | -104.6% | -54.8% |
| 1Y | -35.2% | +45.3% | -80.4% | -48.6% |
| 3Y | +32.8% | +3.7% | +29.0% | -1.6% |
| 5Y | -42.2% | -67.2% | +25.0% | -46.1% |
| All | -2.1% | -62.0% | +59.9% | -11.0% |
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