-14.2%
FSLY vs BN
+158.0%
-172.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | -10.6% | -2.5% | -8.2% | -8.8% |
| 30D | -20.9% | -9.5% | -11.4% | -14.4% |
| 3M | +3.4% | -10.4% | +13.8% | +12.3% |
| 6M | +2.7% | -6.4% | +9.1% | +6.7% |
| YTD | +102.3% | -11.9% | +114.1% | +119.9% |
| 1Y | +182.1% | -8.6% | +190.7% | +198.6% |
| 3Y | -14.6% | +77.6% | -92.1% | -44.7% |
| 5Y | -55.9% | +37.0% | -92.9% | -65.5% |
| All | -14.2% | +158.0% | -172.1% | -36.0% |
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