-100.0%
VIVK vs FSLY
+7.7%
-107.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.0% | -9.4% | -7.6% |
| 7D | -4.4% | +12.5% | -16.9% | -5.6% |
| 30D | -40.8% | -18.8% | -22.0% | -39.7% |
| 3M | -94.1% | +22.7% | -116.8% | -94.3% |
| 6M | -98.2% | -3.7% | -94.5% | -98.2% |
| YTD | -98.0% | +127.5% | -225.5% | -98.2% |
| 1Y | -100.0% | +193.5% | -293.5% | -100.0% |
| 3Y | -100.0% | -1.3% | -98.7% | -100.0% |
| 5Y | -100.0% | -47.3% | -52.7% | -100.0% |
| All | -100.0% | +7.7% | -107.7% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling