-3.5%
FSLY vs BR
+58.0%
-61.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | +12.5% | -3.0% | +15.5% | +14.8% |
| 30D | -18.8% | -0.3% | -18.5% | -19.1% |
| 3M | +22.7% | +17.3% | +5.4% | +7.8% |
| 6M | -3.7% | -6.7% | +3.0% | -0.4% |
| YTD | +127.5% | -23.4% | +150.9% | +170.4% |
| 1Y | +193.5% | -32.7% | +226.2% | +285.2% |
| 3Y | -1.3% | -5.9% | +4.6% | -1.9% |
| 5Y | -47.3% | +8.4% | -55.8% | -54.0% |
| All | -3.5% | +58.0% | -61.4% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling