+202.7%
VIAV vs FSLY
0.0%
+202.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +4.4% | +6.8% | +10.6% |
| 7D | +11.3% | +3.5% | +7.9% | +10.9% |
| 30D | -1.0% | -6.4% | +5.4% | -0.6% |
| 3M | -20.5% | +10.9% | -31.4% | -22.1% |
| 6M | +39.0% | +6.7% | +32.3% | +34.0% |
| YTD | +117.5% | +111.1% | +6.4% | +90.2% |
| 1Y | +233.8% | +185.8% | +48.0% | +178.4% |
| 3Y | +295.4% | -6.6% | +302.0% | +254.7% |
| 5Y | +134.3% | -52.4% | +186.7% | +106.9% |
| All | +202.7% | 0.0% | +202.8% | +117.4% |
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