+26.7%
BTDR vs FSLY
-55.3%
+82.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.4% | -2.0% | +1.7% |
| 7D | +22.4% | +3.5% | +18.9% | +21.9% |
| 30D | +16.5% | -6.4% | +22.9% | +16.0% |
| 3M | -31.5% | +10.9% | -42.4% | -33.6% |
| 6M | +74.0% | +6.7% | +67.3% | +64.2% |
| YTD | +13.0% | +111.1% | -98.1% | -8.0% |
| 1Y | -0.2% | +185.8% | -186.0% | -25.0% |
| 3Y | +9.9% | -6.6% | +16.5% | -9.1% |
| 5Y | +28.1% | -52.4% | +80.5% | +5.5% |
| All | +26.7% | -55.3% | +82.0% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling