-52.4%
FSLY vs BN
+35.3%
-87.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.6% | +7.0% | +7.0% |
| 7D | +3.5% | -1.2% | +4.6% | +4.6% |
| 30D | -6.4% | -10.9% | +4.5% | +5.4% |
| 3M | +10.9% | -11.1% | +22.0% | +24.4% |
| 6M | +6.7% | -4.4% | +11.1% | +9.0% |
| YTD | +111.1% | -14.1% | +125.2% | +140.3% |
| 1Y | +185.8% | -11.1% | +196.8% | +212.6% |
| 3Y | -6.6% | +75.6% | -82.1% | -54.7% |
| 5Y | -52.4% | +35.8% | -88.2% | -67.4% |
| All | -52.4% | +35.3% | -87.7% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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