-66.9%
FSLY vs BBWI
-67.3%
+0.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -22.9% | -4.2% | -18.7% | -21.3% |
| 30D | -44.6% | +24.9% | -69.4% | -48.8% |
| 3M | -41.5% | +13.2% | -54.7% | -44.8% |
| 6M | -20.8% | +12.1% | -32.9% | -26.8% |
| YTD | +59.5% | +11.1% | +48.5% | +42.4% |
| 1Y | +36.1% | +0.7% | +35.4% | +24.1% |
| 3Y | -1.0% | -23.8% | +22.8% | -9.8% |
| 5Y | -66.9% | -66.9% | 0.0% | -46.0% |
| All | -66.9% | -67.3% | +0.3% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling