+292.2%
VIAV vs FSLY
+1.6%
+290.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.4% |
| 7D | +11.2% | +12.5% | -1.3% | +9.6% |
| 30D | -10.1% | -18.8% | +8.7% | -8.0% |
| 3M | -22.9% | +22.7% | -45.5% | -25.2% |
| 6M | +28.8% | -3.7% | +32.5% | +25.7% |
| YTD | +117.5% | +127.5% | -10.1% | +92.7% |
| 1Y | +216.1% | +193.5% | +22.5% | +167.6% |
| 3Y | +292.2% | -1.3% | +293.5% | +244.0% |
| All | +292.2% | +1.6% | +290.6% | +244.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling