-69.7%
FSLY vs URA
+33.4%
-103.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.3% | +0.7% |
| 7D | -31.4% | -4.1% | -27.3% | -29.2% |
| 30D | -37.3% | -19.0% | -18.3% | -29.1% |
| 3M | -30.1% | -25.1% | -5.0% | -18.2% |
| 6M | -49.8% | -44.5% | -5.3% | -31.7% |
| YTD | +55.7% | -24.3% | +80.0% | +73.8% |
| 1Y | +44.5% | -28.1% | +72.6% | +65.2% |
| 3Y | -4.3% | +40.7% | -45.0% | -36.7% |
| All | -69.7% | +33.4% | -103.1% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling