+3.1%
BTDR vs FSLY
+181.7%
-178.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.5% | +4.0% |
| 7D | +20.0% | -10.6% | +30.6% | +20.1% |
| 30D | +11.9% | -20.9% | +32.8% | +12.5% |
| 3M | -36.9% | +3.4% | -40.3% | -37.2% |
| 6M | +56.5% | +2.7% | +53.8% | +58.9% |
| YTD | +10.4% | +102.3% | -91.8% | +19.9% |
| 1Y | +3.1% | +182.1% | -179.0% | +12.7% |
| All | +3.1% | +181.7% | -178.6% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling