-1.3%
FSLY vs BRO
-7.6%
+6.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +12.5% | -7.3% | +19.8% | +13.7% |
| 30D | -18.8% | -6.9% | -12.0% | -18.1% |
| 3M | +22.7% | +10.7% | +12.0% | +18.6% |
| 6M | -3.7% | -2.7% | -1.0% | -1.8% |
| YTD | +127.5% | -16.3% | +143.8% | +138.5% |
| 1Y | +193.5% | -29.1% | +222.6% | +226.0% |
| 3Y | -1.3% | -7.8% | +6.5% | -16.9% |
| All | -1.3% | -7.6% | +6.3% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling