+196.9%
FSLY vs BB
+100.8%
+96.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.0% |
| 7D | +11.2% | +1.8% | +9.3% | +10.7% |
| 30D | -18.2% | -12.2% | -5.9% | -15.6% |
| 3M | +21.9% | -12.3% | +34.2% | +25.2% |
| 6M | +4.0% | +122.7% | -118.7% | -9.1% |
| YTD | +123.1% | +104.5% | +18.6% | +97.8% |
| 1Y | +196.9% | +106.7% | +90.2% | +153.9% |
| All | +196.9% | +100.8% | +96.1% | +153.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling