-57.6%
BTDR vs FSLY
-13.8%
-43.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.3% | -5.3% | -7.8% |
| 7D | -6.9% | +4.9% | -11.8% | -7.8% |
| 30D | -31.5% | -33.5% | +2.0% | -26.0% |
| 3M | -36.1% | -44.6% | +8.6% | -31.7% |
| 6M | -57.6% | -9.2% | -48.4% | -57.7% |
| All | -57.6% | -13.8% | -43.8% | -57.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling