+57.0%
USB vs FSLY
-26.3%
+83.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.7% |
| 7D | 0.0% | -31.4% | +31.4% | +2.2% |
| 30D | +5.8% | -37.3% | +43.1% | +8.4% |
| 3M | -6.0% | -30.1% | +24.2% | -4.9% |
| 6M | +7.8% | -49.8% | +57.6% | +10.2% |
| YTD | +14.6% | +55.7% | -41.1% | +5.0% |
| 1Y | +31.8% | +44.5% | -12.7% | +21.4% |
| 3Y | +91.5% | -4.3% | +95.9% | +73.9% |
| 5Y | +22.0% | -68.2% | +90.2% | +11.5% |
| All | +57.0% | -26.3% | +83.3% | +10.7% |
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