+154.2%
BTI vs FSLY
+7.7%
+146.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.6% |
| 7D | -0.2% | +12.5% | -12.7% | -0.5% |
| 30D | -1.1% | -18.8% | +17.7% | -0.6% |
| 3M | -8.8% | +22.7% | -31.4% | -9.5% |
| 6M | -4.0% | -3.7% | -0.3% | -4.7% |
| YTD | +0.4% | +127.5% | -127.1% | -3.8% |
| 1Y | +1.9% | +193.5% | -191.6% | -3.5% |
| 3Y | +108.5% | -1.3% | +109.8% | +102.3% |
| 5Y | +118.5% | -47.3% | +165.9% | +110.9% |
| All | +154.2% | +7.7% | +146.5% | +119.4% |
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