+164.3%
FSLY vs BG
+7.2%
+157.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.8% |
| 7D | -22.2% | -3.8% | -18.4% | -21.4% |
| 30D | -19.1% | -9.6% | -9.5% | -17.5% |
| 3M | -15.7% | -8.5% | -7.2% | -15.7% |
| 6M | -23.5% | -23.0% | -0.4% | -16.7% |
| YTD | +106.6% | +10.9% | +95.7% | +164.9% |
| 1Y | +164.3% | +6.0% | +158.3% | +237.6% |
| All | +164.3% | +7.2% | +157.1% | +237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling