-52.4%
FSLY vs BBWI
-66.8%
+14.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.1% | +7.5% | +5.5% |
| 7D | +3.5% | +1.6% | +1.9% | +2.8% |
| 30D | -6.4% | -6.2% | -0.2% | -5.2% |
| 3M | +10.9% | +4.3% | +6.5% | +6.6% |
| 6M | +6.7% | -7.2% | +13.9% | +4.0% |
| YTD | +111.1% | -3.0% | +114.1% | +99.3% |
| 1Y | +185.8% | -30.8% | +216.5% | +206.1% |
| 3Y | -6.6% | -43.4% | +36.8% | -0.5% |
| 5Y | -52.4% | -66.7% | +14.3% | -22.1% |
| All | -52.4% | -66.8% | +14.4% | -22.1% |
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