-5.3%
FSLY vs BB
-9.7%
+4.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.3% |
| 7D | +11.2% | +1.8% | +9.3% | +10.4% |
| 30D | -18.2% | -12.2% | -5.9% | -13.7% |
| 3M | +21.9% | -12.3% | +34.2% | +25.3% |
| 6M | +4.0% | +122.7% | -118.7% | -26.7% |
| YTD | +123.1% | +104.5% | +18.6% | +61.9% |
| 1Y | +196.9% | +106.7% | +90.2% | +111.2% |
| 3Y | -1.3% | +70.0% | -71.2% | -30.2% |
| 5Y | -50.2% | -27.8% | -22.4% | -53.6% |
| All | -5.3% | -9.7% | +4.3% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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