-69.4%
BTDR vs FSLY
+161.0%
-230.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.5% | -5.6% |
| 7D | -17.6% | -22.2% | +4.6% | -17.1% |
| 30D | -40.3% | -19.1% | -21.1% | -39.9% |
| 3M | -42.6% | -15.7% | -26.9% | -42.1% |
| 6M | -46.3% | -23.5% | -22.8% | -45.9% |
| YTD | -41.7% | +106.6% | -148.4% | -34.5% |
| 1Y | -69.4% | +164.3% | -233.7% | -65.9% |
| All | -69.4% | +161.0% | -230.4% | -65.9% |
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