+20.3%
UL vs FSLY
-4.2%
+24.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | -1.3% | -10.6% | +9.3% | -1.0% |
| 30D | +0.5% | -20.9% | +21.4% | +1.0% |
| 3M | +17.6% | +3.4% | +14.2% | +17.1% |
| 6M | -5.4% | +2.7% | -8.1% | -6.6% |
| YTD | +0.7% | +102.3% | -101.6% | -3.9% |
| 1Y | -9.3% | +182.1% | -191.3% | -15.0% |
| 3Y | +24.5% | -14.6% | +39.1% | +20.6% |
| 5Y | +23.2% | -55.9% | +79.1% | +18.8% |
| All | +20.3% | -4.2% | +24.5% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling