+103.0%
UNP vs FSLY
-24.5%
+127.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.2% |
| 7D | -0.9% | -22.9% | +22.0% | -0.1% |
| 30D | +8.0% | -44.6% | +52.6% | +10.1% |
| 3M | +3.3% | -41.5% | +44.8% | +4.8% |
| 6M | +14.7% | -20.8% | +35.5% | +14.5% |
| YTD | +31.9% | +59.5% | -27.6% | +24.8% |
| 1Y | +37.1% | +36.1% | +1.0% | +30.7% |
| 3Y | +51.9% | -1.0% | +52.8% | +42.4% |
| 5Y | +39.3% | -66.9% | +106.3% | +32.0% |
| All | +103.0% | -24.5% | +127.5% | +54.3% |
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 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