+43.2%
VALE vs FSLY
-49.3%
+92.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.4% | -1.1% |
| 7D | -1.8% | +11.2% | -13.0% | -2.5% |
| 30D | +6.7% | -18.2% | +24.8% | +7.7% |
| 3M | +4.9% | +21.9% | -17.0% | +2.9% |
| 6M | +3.6% | +4.0% | -0.4% | +0.8% |
| YTD | +21.9% | +123.1% | -101.2% | +10.4% |
| 1Y | +61.6% | +196.9% | -135.3% | +41.3% |
| 3Y | +52.1% | -1.3% | +53.4% | +40.2% |
| 5Y | +43.2% | -50.2% | +93.4% | +38.3% |
| All | +43.2% | -49.3% | +92.5% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling