-28.3%
FSLY vs BBWI
+43.2%
-71.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.3% |
| 7D | +11.8% | -4.5% | +16.3% | +12.9% |
| 30D | -36.5% | +17.1% | -53.7% | -38.9% |
| 3M | -39.7% | +17.5% | -57.2% | -42.6% |
| 6M | -9.7% | +12.8% | -22.5% | -14.3% |
| YTD | +68.9% | +8.2% | +60.7% | +58.4% |
| 1Y | +44.5% | -1.8% | +46.3% | +37.4% |
| 3Y | +4.8% | -25.8% | +30.6% | +3.4% |
| 5Y | -66.0% | -68.0% | +2.0% | -61.2% |
| All | -28.3% | +43.2% | -71.6% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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