+19.6%
BTDR vs FSLY
-51.9%
+71.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.5% |
| 7D | -3.4% | +12.5% | -15.9% | -5.0% |
| 30D | +32.6% | -18.8% | +51.4% | +35.9% |
| 3M | -32.2% | +22.7% | -54.9% | -35.3% |
| 6M | +52.4% | -3.7% | +56.1% | +46.0% |
| YTD | +6.7% | +127.5% | -120.8% | -14.1% |
| 1Y | -15.2% | +193.5% | -208.8% | -36.3% |
| 3Y | +14.9% | -1.3% | +16.2% | -5.9% |
| 5Y | +20.8% | -47.3% | +68.1% | -1.6% |
| All | +19.6% | -51.9% | +71.5% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling