-10.4%
FSLY vs BUD
+5.6%
-16.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.1% | +4.7% |
| 7D | +3.5% | +0.8% | +2.7% | +3.1% |
| 30D | -6.4% | -4.8% | -1.6% | -4.4% |
| 3M | +10.9% | +1.4% | +9.5% | +9.6% |
| 6M | +6.7% | +9.9% | -3.2% | +1.7% |
| YTD | +111.1% | +26.3% | +84.8% | +89.9% |
| 1Y | +185.8% | +36.1% | +149.6% | +148.0% |
| 3Y | -6.6% | +48.6% | -55.1% | -23.5% |
| 5Y | -52.4% | +45.0% | -97.4% | -60.8% |
| All | -10.4% | +5.6% | -16.1% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling