+10.3%
FSLY vs BTSG
+382.3%
-372.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.6% | +6.6% | +1.5% |
| 7D | +7.5% | -5.8% | +13.3% | +8.9% |
| 30D | -21.1% | 0.0% | -21.1% | -21.2% |
| 3M | +21.8% | -4.5% | +26.2% | +21.2% |
| 6M | -0.1% | +40.0% | -40.1% | -9.8% |
| YTD | +123.1% | +54.6% | +68.5% | +95.1% |
| 1Y | +208.6% | +106.1% | +102.4% | +147.4% |
| All | +10.3% | +382.3% | -372.0% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling