-14.2%
FSLY vs VRSN
+52.0%
-66.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.1% |
| 7D | -10.6% | +0.1% | -10.7% | -10.7% |
| 30D | -20.9% | -0.2% | -20.7% | -21.0% |
| 3M | +3.4% | -0.3% | +3.7% | +1.9% |
| 6M | +2.7% | +23.0% | -20.2% | -17.3% |
| YTD | +102.3% | +21.3% | +80.9% | +62.4% |
| 1Y | +182.1% | +6.7% | +175.3% | +155.1% |
| 3Y | -14.6% | +45.0% | -59.5% | -45.4% |
| 5Y | -55.9% | +35.0% | -90.9% | -69.3% |
| All | -14.2% | +52.0% | -66.2% | -44.1% |
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