+66.3%
UBER vs FSLY
-22.7%
+89.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.4% |
| 7D | +1.6% | +4.9% | -3.3% | +0.7% |
| 30D | +0.6% | -33.5% | +34.1% | +6.5% |
| 3M | -8.2% | -44.6% | +36.5% | -1.3% |
| 6M | -6.7% | -9.2% | +2.5% | -10.2% |
| YTD | -14.7% | +63.3% | -78.0% | -34.7% |
| 1Y | -24.1% | +45.3% | -69.3% | -40.6% |
| 3Y | +33.4% | +3.7% | +29.7% | -1.7% |
| 5Y | +54.5% | -67.2% | +121.6% | +30.5% |
| All | +66.3% | -22.7% | +89.0% | -13.8% |
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