+827.7%
URI vs FSLY
-25.7%
+853.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.8% | +6.1% | +6.8% |
| 7D | -4.0% | -22.4% | +18.4% | -1.8% |
| 30D | +6.8% | -45.5% | +52.3% | +12.8% |
| 3M | -2.8% | -30.4% | +27.6% | -0.9% |
| 6M | +20.9% | -22.1% | +42.9% | +21.1% |
| YTD | +40.2% | +57.0% | -16.7% | +22.6% |
| 1Y | +34.1% | +38.2% | -4.1% | +18.8% |
| 3Y | +164.1% | -2.5% | +166.6% | +128.4% |
| 5Y | +199.3% | -68.8% | +268.2% | +163.7% |
| All | +827.7% | -25.7% | +853.3% | +522.4% |
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