+164.3%
FSLY vs BIYA
-98.4%
+262.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.1% |
| 7D | -22.2% | -4.0% | -18.1% | -22.1% |
| 30D | -19.1% | -15.0% | -4.1% | -19.1% |
| 3M | -15.7% | -58.1% | +42.4% | -14.1% |
| 6M | -23.5% | -90.0% | +66.5% | -21.3% |
| YTD | +106.6% | -96.9% | +203.6% | +123.3% |
| 1Y | +164.3% | -98.2% | +262.5% | +219.9% |
| All | +164.3% | -98.4% | +262.6% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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