-52.4%
FSLY vs BLDR
+16.0%
-68.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.9% | +9.3% | +6.4% |
| 7D | +3.5% | -0.3% | +3.8% | +3.4% |
| 30D | -6.4% | -16.2% | +9.8% | +0.1% |
| 3M | +10.9% | -14.4% | +25.3% | +15.2% |
| 6M | +6.7% | -32.8% | +39.5% | +22.1% |
| YTD | +111.1% | -39.2% | +150.3% | +139.5% |
| 1Y | +185.8% | -57.7% | +243.5% | +295.5% |
| 3Y | -6.6% | -55.3% | +48.7% | +10.6% |
| 5Y | -52.4% | +15.6% | -68.0% | -75.5% |
| All | -52.4% | +16.0% | -68.4% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling