+115.0%
UMC vs FSLY
+161.0%
-45.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -14.7% | -22.2% | +7.5% | -13.6% |
| 30D | -32.9% | -19.1% | -13.7% | -32.2% |
| 3M | -22.2% | -15.7% | -6.5% | -21.7% |
| 6M | +25.9% | -23.5% | +49.4% | +26.2% |
| YTD | +107.9% | +106.6% | +1.3% | +109.4% |
| 1Y | +115.0% | +164.3% | -49.2% | +125.3% |
| All | +115.0% | +161.0% | -45.9% | +125.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling