-28.1%
FSLY vs BBWI
+47.6%
-75.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.2% |
| 7D | -17.9% | -7.7% | -10.2% | -16.0% |
| 30D | -34.7% | +24.8% | -59.5% | -38.1% |
| 3M | -40.0% | +16.2% | -56.3% | -42.7% |
| 6M | -11.8% | +15.8% | -27.7% | -16.9% |
| YTD | +69.5% | +11.4% | +58.1% | +58.0% |
| 1Y | +44.0% | +3.2% | +40.8% | +35.2% |
| 3Y | +5.2% | -23.5% | +28.8% | +3.1% |
| 5Y | -65.6% | -67.4% | +1.8% | -60.9% |
| All | -28.1% | +47.6% | -75.6% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling