+59.7%
USB vs FSLY
-20.0%
+79.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.2% | +11.8% | -10.6% | +0.5% |
| 30D | +6.3% | -36.5% | +42.8% | +8.9% |
| 3M | -6.1% | -39.7% | +33.6% | -4.0% |
| 6M | +13.0% | -9.7% | +22.7% | +11.8% |
| YTD | +16.6% | +68.9% | -52.3% | +6.3% |
| 1Y | +31.1% | +44.5% | -13.3% | +21.0% |
| 3Y | +100.9% | +4.8% | +96.1% | +81.3% |
| 5Y | +24.5% | -66.0% | +90.6% | +13.2% |
| All | +59.7% | -20.0% | +79.7% | +11.9% |
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