+1,554.5%
UMC vs FSLY
+7.7%
+1,546.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.1% |
| 7D | +9.0% | +12.5% | -3.5% | +7.7% |
| 30D | +17.2% | -18.8% | +36.1% | +19.5% |
| 3M | +11.4% | +22.7% | -11.3% | +8.1% |
| 6M | +137.5% | -3.7% | +141.2% | +129.9% |
| YTD | +193.1% | +127.5% | +65.6% | +152.0% |
| 1Y | +240.3% | +193.5% | +46.8% | +179.6% |
| 3Y | +262.2% | -1.3% | +263.5% | +221.8% |
| 5Y | +143.1% | -47.3% | +190.5% | +109.6% |
| All | +1,554.5% | +7.7% | +1,546.8% | +1,168.4% |
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 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