+207.2%
UMC vs FSLY
+181.7%
+25.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.1% | +4.7% |
| 7D | +5.0% | -10.6% | +15.6% | +5.3% |
| 30D | +7.7% | -20.9% | +28.6% | +8.4% |
| 3M | +1.7% | +3.4% | -1.8% | +1.4% |
| 6M | +113.9% | +2.7% | +111.2% | +112.8% |
| YTD | +168.9% | +102.3% | +66.6% | +167.2% |
| 1Y | +207.2% | +182.1% | +25.1% | +215.0% |
| All | +207.2% | +181.7% | +25.5% | +215.0% |
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