+154.4%
BTI vs FSLY
-67.3%
+221.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.4% |
| 7D | +1.6% | +4.9% | -3.2% | +1.6% |
| 30D | +9.2% | -33.5% | +42.8% | +9.6% |
| 3M | +9.6% | -44.6% | +54.3% | +10.1% |
| 6M | -2.4% | -9.2% | +6.8% | -2.8% |
| YTD | +14.2% | +63.3% | -49.0% | +11.1% |
| 1Y | +20.3% | +45.3% | -25.0% | +17.4% |
| 3Y | +147.4% | +3.7% | +143.7% | +141.3% |
| All | +154.4% | -67.3% | +221.6% | +144.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling