-10.4%
FSLY vs BNS
+156.6%
-167.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +5.0% |
| 7D | +3.5% | +1.8% | +1.7% | +2.3% |
| 30D | -6.4% | +4.5% | -10.9% | -8.8% |
| 3M | +10.9% | +15.8% | -4.9% | +1.4% |
| 6M | +6.7% | +31.5% | -24.8% | -9.8% |
| YTD | +111.1% | +28.6% | +82.5% | +79.4% |
| 1Y | +185.8% | +48.2% | +137.6% | +121.6% |
| 3Y | -6.6% | +130.8% | -137.4% | -45.2% |
| 5Y | -52.4% | +94.9% | -147.3% | -68.6% |
| All | -10.4% | +156.6% | -167.0% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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