-1.3%
FSLY vs UUUU
+74.5%
-75.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.0% | +7.0% | +2.6% |
| 7D | +12.5% | -10.5% | +23.0% | +13.9% |
| 30D | -18.8% | -10.5% | -8.3% | -17.8% |
| 3M | +22.7% | -14.1% | +36.8% | +24.5% |
| 6M | -3.7% | -35.5% | +31.8% | -0.4% |
| YTD | +127.5% | -10.9% | +138.4% | +123.7% |
| 1Y | +193.5% | +3.4% | +190.2% | +175.9% |
| 3Y | -1.3% | +73.1% | -74.4% | -21.6% |
| All | -1.3% | +74.5% | -75.8% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 3y: compounded portfolio wealth divided by compounded UUUU 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…
3y analysis · Full analysis span regression · 6 months rolling