+139.2%
UAL vs FSLY
-55.9%
+195.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +2.9% |
| 7D | +0.7% | -10.6% | +11.3% | +2.2% |
| 30D | -16.1% | -20.9% | +4.8% | -14.0% |
| 3M | +6.1% | +3.4% | +2.7% | +4.2% |
| 6M | +10.8% | +2.7% | +8.1% | +4.5% |
| YTD | -0.4% | +102.3% | -102.7% | -19.3% |
| 1Y | +5.0% | +182.1% | -177.0% | -22.1% |
| 3Y | +124.0% | -14.6% | +138.6% | +90.4% |
| All | +139.2% | -55.9% | +195.1% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling