+838.3%
URI vs FSLY
-20.0%
+858.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +9.3% | +11.8% | -2.4% | +8.1% |
| 30D | +7.6% | -36.5% | +44.1% | +12.0% |
| 3M | +1.0% | -39.7% | +40.8% | +4.9% |
| 6M | +19.8% | -9.7% | +29.5% | +18.3% |
| YTD | +41.9% | +68.9% | -27.0% | +23.0% |
| 1Y | +33.4% | +44.5% | -11.1% | +17.8% |
| 3Y | +156.0% | +4.8% | +151.2% | +119.7% |
| 5Y | +209.5% | -66.0% | +275.6% | +170.4% |
| All | +838.3% | -20.0% | +858.4% | +524.9% |
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 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