+164.3%
FSLY vs BLDR
-38.1%
+202.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.3% | -9.4% | +2.4% |
| 7D | -22.2% | +24.4% | -46.6% | -16.9% |
| 30D | -19.1% | +24.9% | -44.1% | -13.3% |
| 3M | -15.7% | -7.8% | -7.9% | -15.1% |
| 6M | -23.5% | -5.8% | -17.7% | -22.0% |
| YTD | +106.6% | -32.5% | +139.1% | +54.0% |
| 1Y | +164.3% | -36.7% | +201.0% | +98.5% |
| All | +164.3% | -38.1% | +202.3% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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