+65.3%
VICI vs FSLY
0.0%
+65.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -0.9% |
| 7D | -1.1% | +3.5% | -4.5% | -1.3% |
| 30D | -5.5% | -6.4% | +0.9% | -5.5% |
| 3M | -6.2% | +10.9% | -17.1% | -7.5% |
| 6M | -12.0% | +6.7% | -18.7% | -15.0% |
| YTD | -7.1% | +111.1% | -118.2% | -16.4% |
| 1Y | -19.2% | +185.8% | -205.0% | -30.0% |
| 3Y | -3.7% | -6.6% | +2.8% | -11.5% |
| 5Y | +4.4% | -52.4% | +56.8% | -4.2% |
| All | +65.3% | 0.0% | +65.3% | +9.6% |
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