+148.3%
VLO vs FSLY
+196.5%
-48.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.0% | +7.5% | -3.6% | +3.8% |
| 30D | +19.0% | -21.1% | +40.1% | +19.4% |
| 3M | +50.0% | +21.8% | +28.2% | +49.7% |
| 6M | +79.1% | -0.1% | +79.3% | +79.0% |
| YTD | +140.3% | +123.1% | +17.2% | +144.0% |
| 1Y | +148.3% | +208.6% | -60.2% | +149.3% |
| All | +148.3% | +196.5% | -48.1% | +149.3% |
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