-33.4%
FSLY vs BN
+175.5%
-208.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | -2.0% |
| 7D | -22.4% | +3.6% | -26.1% | -24.1% |
| 30D | -45.5% | +15.9% | -61.3% | -51.3% |
| 3M | -30.4% | -2.3% | -28.1% | -29.4% |
| 6M | -22.1% | -8.4% | -13.7% | -17.7% |
| YTD | +57.0% | -5.9% | +62.9% | +61.3% |
| 1Y | +38.2% | -5.6% | +43.8% | +41.7% |
| 3Y | -2.5% | +104.2% | -106.7% | -43.4% |
| 5Y | -68.8% | +35.5% | -104.3% | -76.3% |
| All | -33.4% | +175.5% | -208.9% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling