+156.4%
VALE vs FSLY
0.0%
+156.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +1.6% |
| 7D | +2.9% | +3.5% | -0.6% | +2.6% |
| 30D | +8.8% | -6.4% | +15.2% | +8.8% |
| 3M | +6.8% | +10.9% | -4.1% | +5.2% |
| 6M | +6.9% | +6.7% | +0.2% | +3.4% |
| YTD | +22.8% | +111.1% | -88.3% | +10.3% |
| 1Y | +61.3% | +185.8% | -124.5% | +39.5% |
| 3Y | +53.3% | -6.6% | +59.9% | +40.1% |
| 5Y | +44.9% | -52.4% | +97.2% | +33.2% |
| All | +156.4% | 0.0% | +156.5% | +85.2% |
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 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