+95.6%
UNP vs FSLY
-4.2%
+99.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.3% |
| 7D | -5.3% | -10.6% | +5.3% | -4.9% |
| 30D | -1.5% | -20.9% | +19.4% | -0.9% |
| 3M | +10.3% | +3.4% | +6.8% | +9.7% |
| 6M | +9.7% | +2.7% | +6.9% | +7.8% |
| YTD | +27.1% | +102.3% | -75.2% | +19.9% |
| 1Y | +32.6% | +182.1% | -149.5% | +22.3% |
| 3Y | +40.0% | -14.6% | +54.5% | +33.0% |
| 5Y | +50.8% | -55.9% | +106.7% | +41.9% |
| All | +95.6% | -4.2% | +99.8% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling