-1.0%
FSLY vs BBWI
-23.6%
+22.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -22.9% | -4.2% | -18.7% | -22.0% |
| 30D | -44.6% | +24.9% | -69.4% | -46.5% |
| 3M | -41.5% | +13.2% | -54.7% | -42.9% |
| 6M | -20.8% | +12.1% | -32.9% | -23.6% |
| YTD | +59.5% | +11.1% | +48.5% | +51.4% |
| 1Y | +36.1% | +0.7% | +35.4% | +31.2% |
| 3Y | -1.0% | -23.8% | +22.8% | -1.2% |
| All | -1.0% | -23.6% | +22.6% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling