-30.7%
FSLY vs BUD
+12.4%
-43.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.5% | -3.8% |
| 7D | +4.9% | +1.0% | +3.8% | +4.3% |
| 30D | -33.5% | +6.7% | -40.2% | -36.2% |
| 3M | -44.6% | +5.7% | -50.3% | -46.9% |
| 6M | -9.2% | +5.8% | -15.0% | -13.6% |
| YTD | +63.3% | +34.4% | +28.9% | +40.5% |
| 1Y | +45.3% | +33.3% | +12.0% | +25.4% |
| 3Y | +3.7% | +48.8% | -45.1% | -16.5% |
| 5Y | -67.2% | +52.5% | -119.7% | -74.0% |
| All | -30.7% | +12.4% | -43.1% | -45.8% |
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