+164.3%
FSLY vs BR
-14.2%
+178.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.6% |
| 7D | -22.2% | +7.0% | -29.1% | -23.1% |
| 30D | -19.1% | +19.0% | -38.1% | -23.1% |
| 3M | -15.7% | +13.1% | -28.8% | -18.5% |
| 6M | -23.5% | +24.6% | -48.1% | -27.5% |
| YTD | +106.6% | -13.6% | +120.2% | +83.5% |
| 1Y | +164.3% | -13.1% | +177.4% | +136.7% |
| All | +164.3% | -14.2% | +178.5% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling