-3.5%
FSLY vs BRO
+119.7%
-123.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +12.5% | -7.3% | +19.8% | +16.9% |
| 30D | -18.8% | -6.9% | -12.0% | -16.4% |
| 3M | +22.7% | +10.7% | +12.0% | +13.2% |
| 6M | -3.7% | -2.7% | -1.0% | -5.2% |
| YTD | +127.5% | -16.3% | +143.8% | +143.8% |
| 1Y | +193.5% | -29.1% | +222.6% | +246.8% |
| 3Y | -1.3% | -7.8% | +6.5% | -7.6% |
| 5Y | -47.3% | +18.7% | -66.1% | -59.3% |
| All | -3.5% | +119.7% | -123.1% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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