+50.0%
UNP vs FSLY
-54.2%
+104.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -0.6% |
| 7D | -0.7% | +3.5% | -4.2% | -0.9% |
| 30D | -1.1% | -6.4% | +5.3% | -1.1% |
| 3M | +7.9% | +10.9% | -3.0% | +7.1% |
| 6M | +14.6% | +6.7% | +7.9% | +12.5% |
| YTD | +26.6% | +111.1% | -84.5% | +19.2% |
| 1Y | +35.6% | +185.8% | -150.2% | +24.7% |
| 3Y | +45.5% | -6.6% | +52.1% | +37.2% |
| 5Y | +50.0% | -52.4% | +102.4% | +33.8% |
| All | +50.0% | -54.2% | +104.2% | +33.8% |
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