+57.8%
USB vs FSLY
-28.5%
+86.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -26.9% | +24.8% | -0.3% |
| 7D | -1.5% | -40.0% | +38.5% | +1.5% |
| 30D | +4.3% | -39.7% | +44.0% | +7.1% |
| 3M | -6.1% | -40.9% | +34.8% | -4.0% |
| 6M | +9.4% | -52.5% | +61.9% | +12.3% |
| YTD | +15.2% | +51.1% | -35.9% | +5.8% |
| 1Y | +32.8% | +90.6% | -57.8% | +18.8% |
| 3Y | +91.3% | -12.4% | +103.7% | +74.8% |
| 5Y | +22.7% | -69.1% | +91.8% | +12.3% |
| All | +57.8% | -28.5% | +86.2% | +11.4% |
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