+45.3%
FSLY vs BTSG
+112.2%
-66.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | +4.9% | +6.0% | -1.2% | +4.4% |
| 30D | -33.5% | +12.4% | -45.9% | -33.1% |
| 3M | -44.6% | +18.2% | -62.9% | -44.3% |
| 6M | -9.2% | +26.0% | -35.3% | -10.1% |
| YTD | +63.3% | +90.1% | -26.9% | +59.3% |
| 1Y | +45.3% | +124.3% | -79.0% | +33.9% |
| All | +45.3% | +112.2% | -66.9% | +33.9% |
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