-47.3%
FSLY vs BR
+8.0%
-55.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | +12.5% | -3.0% | +15.5% | +15.3% |
| 30D | -18.8% | -0.3% | -18.5% | -19.3% |
| 3M | +22.7% | +17.3% | +5.4% | +4.3% |
| 6M | -3.7% | -6.7% | +3.0% | +0.7% |
| YTD | +127.5% | -23.4% | +150.9% | +185.2% |
| 1Y | +193.5% | -32.7% | +226.2% | +320.6% |
| 3Y | -1.3% | -5.9% | +4.6% | -7.5% |
| All | -47.3% | +8.0% | -55.3% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling