+50.2%
UPS vs FSLY
-20.0%
+70.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -0.6% | +11.8% | -12.4% | -1.4% |
| 30D | +16.4% | -36.5% | +53.0% | +19.5% |
| 3M | +7.9% | -39.7% | +47.7% | +10.5% |
| 6M | +15.8% | -9.7% | +25.5% | +14.7% |
| YTD | +16.6% | +68.9% | -52.3% | +6.1% |
| 1Y | +22.3% | +44.5% | -22.2% | +12.6% |
| 3Y | -6.2% | +4.8% | -11.0% | -15.6% |
| 5Y | -34.4% | -66.0% | +31.6% | -39.3% |
| All | +50.2% | -20.0% | +70.2% | +10.3% |
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 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