+182.1%
FSLY vs BTSG
+152.4%
+29.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | -10.6% | +2.7% | -13.3% | -10.9% |
| 30D | -20.9% | -3.6% | -17.3% | -20.5% |
| 3M | +3.4% | +5.8% | -2.4% | +1.3% |
| 6M | +2.7% | +44.7% | -42.0% | -3.1% |
| YTD | +102.3% | +62.2% | +40.1% | +88.4% |
| 1Y | +182.1% | +152.1% | +30.0% | +145.3% |
| All | +182.1% | +152.4% | +29.6% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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