-55.6%
FSLY vs URA
+128.0%
-183.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.9% |
| 7D | -10.6% | +1.1% | -11.7% | -11.0% |
| 30D | -20.9% | +7.4% | -28.3% | -23.6% |
| 3M | +3.4% | -8.4% | +11.8% | +7.3% |
| 6M | +2.7% | -12.7% | +15.5% | +8.9% |
| YTD | +102.3% | +7.8% | +94.5% | +87.8% |
| 1Y | +182.1% | +19.5% | +162.6% | +139.2% |
| 3Y | -14.6% | +116.4% | -131.0% | -54.1% |
| All | -55.6% | +128.0% | -183.6% | -77.2% |
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 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