-100.0%
VIVK vs FSLY
+181.7%
-281.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -2.5% | -9.8% | -11.9% |
| 7D | -1.4% | -10.6% | +9.3% | +0.7% |
| 30D | -43.6% | -20.9% | -22.7% | -41.5% |
| 3M | -95.1% | +3.4% | -98.5% | -95.2% |
| 6M | -98.2% | +2.7% | -100.9% | -98.3% |
| YTD | -97.9% | +102.3% | -200.2% | -98.4% |
| 1Y | -100.0% | +182.1% | -282.0% | -100.0% |
| All | -100.0% | +181.7% | -281.6% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling