+10.8%
BTDR vs FSLY
-0.4%
+11.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | -3.2% | +7.5% | -10.7% | -4.7% |
| 30D | +32.7% | -21.1% | +53.8% | +38.5% |
| 3M | -28.4% | +21.8% | -50.2% | -33.4% |
| 6M | +51.7% | -0.1% | +51.8% | +39.2% |
| YTD | +2.9% | +123.1% | -120.2% | -29.4% |
| 1Y | -15.5% | +208.6% | -224.0% | -52.0% |
| All | +10.8% | -0.4% | +11.2% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling