-3.5%
FSLY vs BG
+188.6%
-192.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.5% |
| 7D | +12.5% | +3.1% | +9.4% | +11.4% |
| 30D | -18.8% | +10.2% | -29.1% | -21.7% |
| 3M | +22.7% | -1.7% | +24.3% | +22.6% |
| 6M | -3.7% | +1.0% | -4.7% | -4.1% |
| YTD | +127.5% | +39.9% | +87.6% | +104.9% |
| 1Y | +193.5% | +53.2% | +140.3% | +155.0% |
| 3Y | -1.3% | +16.3% | -17.6% | -8.0% |
| 5Y | -47.3% | +83.9% | -131.2% | -60.4% |
| All | -3.5% | +188.6% | -192.0% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling