+92.3%
UNP vs FSLY
+5.6%
+86.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.7% | -7.0% | -1.5% |
| 7D | -1.7% | +11.2% | -12.9% | -2.2% |
| 30D | -2.1% | -18.2% | +16.0% | -1.5% |
| 3M | +5.4% | +21.9% | -16.5% | +4.2% |
| 6M | +13.4% | +4.0% | +9.4% | +11.5% |
| YTD | +25.0% | +123.1% | -98.1% | +17.4% |
| 1Y | +34.6% | +196.9% | -162.3% | +23.9% |
| 3Y | +43.6% | -1.3% | +44.9% | +35.6% |
| 5Y | +51.7% | -50.2% | +101.9% | +42.0% |
| All | +92.3% | +5.6% | +86.7% | +45.1% |
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