-14.2%
FSLY vs BLDR
+316.1%
-330.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -3.4% |
| 7D | -10.6% | -2.8% | -7.8% | -9.6% |
| 30D | -20.9% | -13.3% | -7.6% | -17.1% |
| 3M | +3.4% | -12.3% | +15.7% | +6.3% |
| 6M | +2.7% | -31.5% | +34.2% | +14.5% |
| YTD | +102.3% | -36.1% | +138.3% | +122.6% |
| 1Y | +182.1% | -54.1% | +236.1% | +254.5% |
| 3Y | -14.6% | -55.8% | +41.2% | +3.5% |
| 5Y | -55.9% | +20.7% | -76.6% | -64.4% |
| All | -14.2% | +316.1% | -330.3% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling