-14.2%
FSLY vs BB
-10.3%
-3.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -10.6% | -5.6% | -5.0% | -8.6% |
| 30D | -20.9% | -11.8% | -9.1% | -16.9% |
| 3M | +3.4% | -25.5% | +28.9% | +13.3% |
| 6M | +2.7% | +121.3% | -118.5% | -27.4% |
| YTD | +102.3% | +103.2% | -0.9% | +47.2% |
| 1Y | +182.1% | +102.6% | +79.4% | +102.2% |
| 3Y | -14.6% | +37.5% | -52.1% | -34.7% |
| 5Y | -55.9% | -30.4% | -25.5% | -58.5% |
| All | -14.2% | -10.3% | -3.9% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling