-10.4%
FSLY vs URA
+421.9%
-432.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.2% | +2.8% |
| 7D | +3.5% | +8.1% | -4.6% | -0.6% |
| 30D | -6.4% | +5.8% | -12.2% | -8.9% |
| 3M | +10.9% | +3.4% | +7.4% | +8.1% |
| 6M | +6.7% | -2.6% | +9.3% | +7.5% |
| YTD | +111.1% | +11.2% | +99.9% | +92.3% |
| 1Y | +185.8% | +19.8% | +165.9% | +141.5% |
| 3Y | -6.6% | +121.5% | -128.0% | -50.1% |
| 5Y | -52.4% | +134.5% | -186.8% | -76.4% |
| All | -10.4% | +421.9% | -432.3% | -80.4% |
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