+25.1%
UL vs FSLY
-22.7%
+47.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.1% |
| 7D | +1.1% | +4.9% | -3.7% | +1.0% |
| 30D | +4.5% | -33.5% | +38.0% | +5.3% |
| 3M | +6.5% | -44.6% | +51.1% | +7.5% |
| 6M | +18.2% | -9.2% | +27.4% | +17.4% |
| YTD | +4.7% | +63.3% | -58.6% | 0.0% |
| 1Y | +0.8% | +45.3% | -44.5% | -3.4% |
| 3Y | +35.9% | +3.7% | +32.1% | +29.0% |
| 5Y | +33.4% | -67.2% | +100.6% | +29.6% |
| All | +25.1% | -22.7% | +47.8% | -1.7% |
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