-5.3%
FSLY vs BRO
+120.1%
-125.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +7.5% | -8.6% | +16.1% | +12.6% |
| 30D | -21.1% | -6.9% | -14.2% | -18.7% |
| 3M | +21.8% | +10.5% | +11.3% | +12.5% |
| 6M | -0.1% | -2.8% | +2.6% | -1.7% |
| YTD | +123.1% | -16.1% | +139.2% | +138.8% |
| 1Y | +208.6% | -27.6% | +236.2% | +259.8% |
| 3Y | -1.3% | -7.3% | +6.0% | -7.9% |
| 5Y | -48.4% | +19.0% | -67.3% | -60.2% |
| All | -5.3% | +120.1% | -125.5% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling