-65.9%
FSLY vs BB
-11.4%
-54.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.4% | +4.8% |
| 7D | -17.9% | +7.3% | -25.3% | -20.4% |
| 30D | -34.7% | +11.2% | -45.9% | -37.7% |
| 3M | -40.0% | +4.7% | -44.7% | -41.1% |
| 6M | -11.8% | +51.1% | -63.0% | -32.6% |
| YTD | +69.5% | +148.0% | -78.5% | -3.7% |
| 1Y | +44.0% | +106.1% | -62.2% | -10.3% |
| 3Y | +5.2% | +158.2% | -153.0% | -52.0% |
| All | -65.9% | -11.4% | -54.5% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling