-3.5%
FSLY vs BTG
+155.4%
-158.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +12.5% | -3.8% | +16.2% | +13.1% |
| 30D | -18.8% | +3.6% | -22.5% | -19.3% |
| 3M | +22.7% | +32.0% | -9.3% | +17.1% |
| 6M | -3.7% | +3.4% | -7.1% | -5.9% |
| YTD | +127.5% | +20.8% | +106.7% | +111.1% |
| 1Y | +193.5% | +22.4% | +171.1% | +168.1% |
| 3Y | -1.3% | +91.7% | -93.0% | -22.0% |
| 5Y | -47.3% | +79.0% | -126.3% | -59.0% |
| All | -3.5% | +155.4% | -158.9% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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