+196.9%
FSLY vs URA
+18.3%
+178.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.1% |
| 7D | +11.2% | +5.7% | +5.4% | +9.4% |
| 30D | -18.2% | +5.6% | -23.8% | -19.2% |
| 3M | +21.9% | +6.2% | +15.7% | +19.8% |
| 6M | +4.0% | -8.2% | +12.3% | +6.0% |
| YTD | +123.1% | +9.7% | +113.4% | +119.9% |
| 1Y | +196.9% | +17.0% | +179.9% | +153.7% |
| All | +196.9% | +18.3% | +178.6% | +153.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling