-30.7%
FSLY vs URA
+249.8%
-280.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.5% |
| 7D | +4.9% | -1.5% | +6.4% | +5.5% |
| 30D | -33.5% | -10.4% | -23.1% | -28.7% |
| 3M | -44.6% | -29.6% | -15.0% | -32.9% |
| 6M | -9.2% | -40.3% | +31.0% | +18.6% |
| YTD | +63.3% | -25.5% | +88.7% | +84.3% |
| 1Y | +45.3% | -26.4% | +71.7% | +64.4% |
| 3Y | +3.7% | +31.4% | -27.7% | -24.9% |
| 5Y | -67.2% | +28.6% | -95.7% | -77.0% |
| All | -30.7% | +249.8% | -280.6% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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