+154.7%
BTI vs FSLY
-4.2%
+159.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.0% |
| 7D | -1.4% | -10.6% | +9.2% | -1.1% |
| 30D | -6.6% | -20.9% | +14.3% | -6.2% |
| 3M | -3.0% | +3.4% | -6.4% | -3.3% |
| 6M | -6.7% | +2.7% | -9.4% | -7.7% |
| YTD | +0.6% | +102.3% | -101.7% | -3.4% |
| 1Y | +5.6% | +182.1% | -176.5% | 0.0% |
| 3Y | +110.3% | -14.6% | +124.9% | +104.8% |
| 5Y | +114.3% | -55.9% | +170.2% | +108.0% |
| All | +154.7% | -4.2% | +159.0% | +120.5% |
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