+203.4%
URI vs FSLY
-55.9%
+259.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.9% |
| 7D | -2.0% | -10.6% | +8.7% | -0.7% |
| 30D | -12.9% | -20.9% | +8.0% | -11.1% |
| 3M | -6.7% | +3.4% | -10.1% | -8.2% |
| 6M | +19.0% | +2.7% | +16.3% | +12.7% |
| YTD | +25.5% | +102.3% | -76.7% | +4.3% |
| 1Y | +5.5% | +182.1% | -176.5% | -18.9% |
| 3Y | +111.3% | -14.6% | +125.9% | +84.2% |
| All | +203.4% | -55.9% | +259.3% | +153.2% |
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