+231.9%
VLO vs FSLY
+2.5%
+229.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.5% |
| 7D | +9.6% | +4.9% | +4.8% | +9.4% |
| 30D | -17.4% | -33.5% | +16.1% | -16.1% |
| 3M | +10.8% | -44.6% | +55.4% | +13.0% |
| 6M | +56.9% | -9.2% | +66.2% | +55.8% |
| YTD | +136.8% | +63.3% | +73.5% | +122.0% |
| 1Y | +120.7% | +45.3% | +75.4% | +108.9% |
| 3Y | +231.9% | +3.7% | +228.2% | +188.7% |
| All | +231.9% | +2.5% | +229.4% | +188.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling