-11.9%
FSLY vs BBWI
-42.5%
+30.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.4% | -3.1% |
| 7D | -10.6% | +1.5% | -12.1% | -10.9% |
| 30D | -20.9% | -5.2% | -15.7% | -20.3% |
| 3M | +3.4% | +11.1% | -7.7% | -0.4% |
| 6M | +2.7% | -13.4% | +16.1% | +4.3% |
| YTD | +102.3% | +0.1% | +102.2% | +94.6% |
| 1Y | +182.1% | -36.1% | +218.2% | +212.5% |
| All | -11.9% | -42.5% | +30.5% | -12.2% |
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