-100.0%
VIVK vs FSLY
0.0%
-100.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.4% | +3.3% | +7.2% |
| 7D | +13.1% | +3.5% | +9.6% | +12.7% |
| 30D | -29.7% | -6.4% | -23.3% | -29.3% |
| 3M | -93.0% | +10.9% | -103.9% | -93.1% |
| 6M | -98.0% | +6.7% | -104.7% | -98.0% |
| YTD | -97.8% | +111.1% | -208.9% | -98.0% |
| 1Y | -100.0% | +185.8% | -285.7% | -100.0% |
| 3Y | -100.0% | -6.6% | -93.4% | -100.0% |
| 5Y | -100.0% | -52.4% | -47.6% | -100.0% |
| All | -100.0% | 0.0% | -100.0% | -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 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