+508.9%
VLO vs FSLY
+5.6%
+503.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.0% | +7.5% | -3.6% | +3.6% |
| 30D | +19.0% | -21.1% | +40.1% | +20.1% |
| 3M | +50.0% | +21.8% | +28.2% | +48.3% |
| 6M | +79.1% | -0.1% | +79.3% | +76.4% |
| YTD | +140.3% | +123.1% | +17.2% | +125.8% |
| 1Y | +148.3% | +208.6% | -60.2% | +128.1% |
| 3Y | +194.6% | -1.3% | +195.9% | +177.0% |
| 5Y | +609.6% | -48.4% | +657.9% | +561.5% |
| All | +508.9% | +5.6% | +503.3% | +351.9% |
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