+65.8%
USB vs FSLY
-4.2%
+70.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | -0.1% |
| 7D | +1.4% | -10.6% | +12.1% | +2.2% |
| 30D | -1.3% | -20.9% | +19.6% | -0.1% |
| 3M | +15.2% | +3.4% | +11.8% | +14.3% |
| 6M | +18.8% | +2.7% | +16.1% | +15.7% |
| YTD | +21.0% | +102.3% | -81.2% | +10.1% |
| 1Y | +34.0% | +182.1% | -148.0% | +17.6% |
| 3Y | +95.3% | -14.6% | +109.9% | +80.3% |
| 5Y | +40.4% | -55.9% | +96.3% | +26.9% |
| All | +65.8% | -4.2% | +70.0% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling