+151.8%
VALE vs FSLY
+5.6%
+146.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.2% | +7.5% | -7.7% | -0.7% |
| 30D | +9.7% | -21.1% | +30.8% | +11.4% |
| 3M | +5.3% | +21.8% | -16.5% | +3.0% |
| 6M | +0.5% | -0.1% | +0.7% | -2.2% |
| YTD | +20.6% | +123.1% | -102.5% | +7.9% |
| 1Y | +57.6% | +208.6% | -151.0% | +35.5% |
| 3Y | +50.6% | -1.3% | +51.8% | +37.1% |
| 5Y | +41.8% | -48.4% | +90.2% | +29.5% |
| All | +151.8% | +5.6% | +146.2% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling