-34.6%
UPS vs FSLY
-54.2%
+19.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.1% | -2.1% |
| 7D | -2.1% | +3.5% | -5.6% | -2.4% |
| 30D | -2.3% | -6.4% | +4.1% | -2.2% |
| 3M | -5.2% | +10.9% | -16.1% | -6.4% |
| 6M | +1.4% | +6.7% | -5.3% | -1.6% |
| YTD | +6.1% | +111.1% | -105.0% | -3.7% |
| 1Y | +27.0% | +185.8% | -158.8% | +10.8% |
| 3Y | -25.9% | -6.6% | -19.4% | -31.6% |
| 5Y | -34.6% | -52.4% | +17.8% | -41.8% |
| All | -34.6% | -54.2% | +19.6% | -41.8% |
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