-5.3%
FSLY vs BBWI
+20.3%
-25.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.3% | +12.0% | +7.2% |
| 7D | +11.2% | -4.4% | +15.6% | +12.1% |
| 30D | -18.2% | -7.4% | -10.8% | -17.1% |
| 3M | +21.9% | -2.2% | +24.1% | +20.7% |
| 6M | +4.0% | -16.3% | +20.3% | +5.1% |
| YTD | +123.1% | -9.1% | +132.2% | +119.1% |
| 1Y | +196.9% | -34.5% | +231.4% | +213.4% |
| 3Y | -1.3% | -47.0% | +45.7% | +6.5% |
| 5Y | -50.2% | -68.8% | +18.6% | -41.4% |
| All | -5.3% | +20.3% | -25.7% | +6.5% |
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