-33.2%
UPS vs FSLY
-65.4%
+32.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.3% | -5.0% | +0.9% |
| 7D | -1.6% | -17.9% | +16.3% | -0.6% |
| 30D | +17.9% | -34.7% | +52.6% | +20.6% |
| 3M | +9.4% | -40.0% | +49.4% | +11.9% |
| 6M | +16.2% | -11.8% | +28.0% | +15.2% |
| YTD | +18.8% | +69.5% | -50.8% | +8.2% |
| 1Y | +26.1% | +44.0% | -17.8% | +16.5% |
| 3Y | -4.5% | +5.2% | -9.7% | -14.3% |
| 5Y | -33.2% | -65.6% | +32.4% | -39.9% |
| All | -33.2% | -65.4% | +32.1% | -39.9% |
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