-6.6%
FSLY vs BLDR
-54.9%
+48.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.9% | +9.3% | +5.6% |
| 7D | +3.5% | -0.3% | +3.8% | +3.4% |
| 30D | -6.4% | -16.2% | +9.8% | -2.6% |
| 3M | +10.9% | -14.4% | +25.3% | +13.5% |
| 6M | +6.7% | -32.8% | +39.5% | +16.0% |
| YTD | +111.1% | -39.2% | +150.3% | +124.4% |
| 1Y | +185.8% | -57.7% | +243.5% | +257.4% |
| 3Y | -6.6% | -55.3% | +48.7% | -3.1% |
| All | -6.6% | -54.9% | +48.3% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling