+219.4%
FSLY vs BIYA
-99.8%
+319.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.7% |
| 7D | +11.2% | +2.7% | +8.4% | +11.0% |
| 30D | -18.2% | -16.7% | -1.5% | -17.6% |
| 3M | +21.9% | -74.6% | +96.5% | +22.9% |
| 6M | +4.0% | -85.4% | +89.4% | +2.3% |
| YTD | +123.1% | -94.2% | +217.3% | +132.2% |
| 1Y | +196.9% | -98.6% | +295.4% | +249.4% |
| All | +219.4% | -99.8% | +319.2% | +294.7% |
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