+85.9%
VALE vs FSLY
-20.0%
+106.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | -1.5% | +11.8% | -13.3% | -2.3% |
| 30D | -15.6% | -36.5% | +20.9% | -13.4% |
| 3M | -19.5% | -39.7% | +20.2% | -17.6% |
| 6M | -31.9% | -9.7% | -22.2% | -32.7% |
| YTD | -11.0% | +68.9% | -79.8% | -19.6% |
| 1Y | -2.1% | +44.5% | -46.6% | -10.5% |
| 3Y | +1.4% | +4.8% | -3.4% | -9.6% |
| 5Y | +36.2% | -66.0% | +102.2% | +27.5% |
| All | +85.9% | -20.0% | +106.0% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling