+298.4%
BX vs FSLY
+5.6%
+292.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -8.9% | +7.5% | -16.4% | -9.9% |
| 30D | -14.8% | -21.1% | +6.3% | -12.3% |
| 3M | +6.9% | +21.8% | -14.8% | +2.8% |
| 6M | +16.3% | -0.1% | +16.4% | +10.1% |
| YTD | -16.1% | +123.1% | -139.2% | -32.9% |
| 1Y | -26.8% | +208.6% | -235.3% | -45.8% |
| 3Y | +22.4% | -1.3% | +23.7% | +2.0% |
| 5Y | +16.0% | -48.4% | +64.4% | -5.8% |
| All | +298.4% | +5.6% | +292.8% | +133.4% |
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