+137.5%
UMC vs FSLY
-50.4%
+188.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +11.4% | +7.5% | +3.9% | +10.5% |
| 30D | +16.8% | -21.1% | +37.9% | +19.4% |
| 3M | +19.1% | +21.8% | -2.7% | +15.5% |
| 6M | +137.4% | -0.1% | +137.6% | +128.3% |
| YTD | +186.4% | +123.1% | +63.3% | +144.6% |
| 1Y | +229.1% | +208.6% | +20.5% | +164.0% |
| 3Y | +257.9% | -1.3% | +259.1% | +221.1% |
| 5Y | +137.5% | -48.4% | +185.9% | +90.0% |
| All | +137.5% | -50.4% | +188.0% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling