+182.1%
FSLY vs BG
+50.1%
+132.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.3% |
| 7D | -10.6% | +2.8% | -13.4% | -11.3% |
| 30D | -20.9% | +12.0% | -32.9% | -23.6% |
| 3M | +3.4% | -7.7% | +11.1% | +5.5% |
| 6M | +2.7% | +4.5% | -1.7% | +5.4% |
| YTD | +102.3% | +35.7% | +66.6% | +117.8% |
| 1Y | +182.1% | +50.1% | +132.0% | +205.0% |
| All | +182.1% | +50.1% | +132.0% | +205.0% |
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