+10.3%
FSLY vs BTSG
+416.6%
-406.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.9% |
| 7D | +11.2% | +2.9% | +8.3% | +10.5% |
| 30D | -18.2% | +0.9% | -19.0% | -18.5% |
| 3M | +21.9% | +1.6% | +20.3% | +19.8% |
| 6M | +4.0% | +46.8% | -42.8% | -7.1% |
| YTD | +123.1% | +65.5% | +57.6% | +92.3% |
| 1Y | +196.9% | +136.2% | +60.6% | +129.8% |
| All | +10.3% | +416.6% | -406.3% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling