-6.6%
FSLY vs UEC
+156.3%
-162.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.0% | +1.3% | +3.9% |
| 7D | +3.5% | +2.6% | +0.9% | +3.0% |
| 30D | -6.4% | +5.6% | -12.0% | -7.1% |
| 3M | +10.9% | -5.7% | +16.6% | +11.3% |
| 6M | +6.7% | -8.0% | +14.7% | +7.2% |
| YTD | +111.1% | +1.8% | +109.3% | +106.5% |
| 1Y | +185.8% | +0.6% | +185.2% | +175.8% |
| 3Y | -6.6% | +155.2% | -161.7% | -21.6% |
| All | -6.6% | +156.3% | -162.8% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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