-10.4%
FSLY vs BTG
+157.8%
-168.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.9% | +7.2% | +4.8% |
| 7D | +3.5% | +4.8% | -1.3% | +2.7% |
| 30D | -6.4% | +8.3% | -14.8% | -7.5% |
| 3M | +10.9% | +32.3% | -21.4% | +5.8% |
| 6M | +6.7% | +3.0% | +3.7% | +4.3% |
| YTD | +111.1% | +21.9% | +89.2% | +95.6% |
| 1Y | +185.8% | +28.2% | +157.6% | +158.4% |
| 3Y | -6.6% | +99.9% | -106.5% | -26.8% |
| 5Y | -52.4% | +73.6% | -125.9% | -62.6% |
| All | -10.4% | +157.8% | -168.2% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling