+38.3%
UAL vs FSLY
-26.3%
+64.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.0% | +1.7% |
| 7D | +8.2% | -31.4% | +39.6% | +11.8% |
| 30D | +2.3% | -37.3% | +39.6% | +6.4% |
| 3M | -12.7% | -30.1% | +17.4% | -11.1% |
| 6M | +12.7% | -49.8% | +62.5% | +16.8% |
| YTD | +0.8% | +55.7% | -54.9% | -11.2% |
| 1Y | +17.8% | +44.5% | -26.7% | +4.5% |
| 3Y | +206.7% | -4.3% | +211.0% | +166.2% |
| 5Y | +113.9% | -68.2% | +182.1% | +82.9% |
| All | +38.3% | -26.3% | +64.6% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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