-14.2%
FSLY vs BR
+62.8%
-77.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -0.1% |
| 7D | -10.6% | -5.3% | -5.4% | -7.0% |
| 30D | -20.9% | +6.4% | -27.3% | -24.5% |
| 3M | +3.4% | +13.6% | -10.2% | -6.8% |
| 6M | +2.7% | -6.7% | +9.4% | +5.9% |
| YTD | +102.3% | -21.1% | +123.4% | +135.6% |
| 1Y | +182.1% | -29.6% | +211.6% | +258.6% |
| 3Y | -14.6% | -2.4% | -12.2% | -17.2% |
| 5Y | -55.9% | +11.2% | -67.1% | -62.2% |
| All | -14.2% | +62.8% | -77.0% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling