+240.3%
UMC vs FSLY
+210.9%
+29.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.3% |
| 7D | +9.0% | +12.5% | -3.5% | +8.6% |
| 30D | +17.2% | -18.8% | +36.1% | +18.0% |
| 3M | +11.4% | +22.7% | -11.3% | +10.5% |
| 6M | +137.5% | -3.7% | +141.2% | +135.8% |
| YTD | +193.1% | +127.5% | +65.6% | +189.9% |
| 1Y | +240.3% | +193.5% | +46.8% | +245.3% |
| All | +240.3% | +210.9% | +29.4% | +245.3% |
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