+193.5%
FSLY vs BTG
+25.2%
+168.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.1% |
| 7D | +12.5% | -3.8% | +16.2% | +11.6% |
| 30D | -18.8% | +3.6% | -22.5% | -17.9% |
| 3M | +22.7% | +32.0% | -9.3% | +31.9% |
| 6M | -3.7% | +3.4% | -7.1% | -2.4% |
| YTD | +127.5% | +20.8% | +106.7% | +131.6% |
| 1Y | +193.5% | +22.4% | +171.1% | +211.3% |
| All | +193.5% | +25.2% | +168.3% | +211.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling