+141.8%
FSLY vs BIYA
-99.9%
+241.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | +11.8% | +10.0% | +1.8% | +11.4% |
| 30D | -36.5% | -17.7% | -18.9% | -36.0% |
| 3M | -39.7% | -55.0% | +15.3% | -38.3% |
| 6M | -9.7% | -85.1% | +75.5% | -10.1% |
| YTD | +68.9% | -96.9% | +165.7% | +78.7% |
| 1Y | +44.5% | -98.5% | +142.9% | +69.0% |
| All | +141.8% | -99.9% | +241.6% | +203.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling