+17.1%
UL vs FSLY
+5.6%
+11.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.3% | -1.8% |
| 7D | -3.2% | +11.2% | -14.4% | -3.5% |
| 30D | -0.6% | -18.2% | +17.6% | -0.1% |
| 3M | +9.4% | +21.9% | -12.5% | +8.5% |
| 6M | -4.1% | +4.0% | -8.2% | -5.4% |
| YTD | -2.0% | +123.1% | -125.1% | -6.7% |
| 1Y | -9.0% | +196.9% | -205.8% | -14.8% |
| 3Y | +21.8% | -1.3% | +23.1% | +17.3% |
| 5Y | +20.6% | -50.2% | +70.8% | +15.8% |
| All | +17.1% | +5.6% | +11.5% | -8.2% |
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