-3.5%
FSLY vs VRSN
+52.4%
-55.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.6% | +0.8% |
| 7D | +12.5% | +0.2% | +12.3% | +12.1% |
| 30D | -18.8% | +3.8% | -22.6% | -21.7% |
| 3M | +22.7% | +5.0% | +17.7% | +15.8% |
| 6M | -3.7% | +24.9% | -28.6% | -23.5% |
| YTD | +127.5% | +21.6% | +105.9% | +82.1% |
| 1Y | +193.5% | +2.4% | +191.1% | +175.6% |
| 3Y | -1.3% | +47.3% | -48.7% | -38.0% |
| 5Y | -47.3% | +34.7% | -82.1% | -63.3% |
| All | -3.5% | +52.4% | -55.8% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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