-30.7%
FSLY vs VRSN
+62.9%
-93.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.5% |
| 7D | +4.9% | +1.4% | +3.4% | +3.6% |
| 30D | -33.5% | +3.9% | -37.4% | -35.4% |
| 3M | -44.6% | +9.3% | -54.0% | -48.6% |
| 6M | -9.2% | +6.7% | -15.9% | -15.4% |
| YTD | +63.3% | +30.0% | +33.2% | +24.2% |
| 1Y | +45.3% | +26.0% | +19.3% | +13.8% |
| 3Y | +3.7% | +53.1% | -49.4% | -36.2% |
| 5Y | -67.2% | +35.0% | -102.2% | -76.9% |
| All | -30.7% | +62.9% | -93.7% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling