+601.6%
VLO vs FSLY
-54.2%
+655.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.4% | -1.1% | +3.0% |
| 7D | +5.8% | +3.5% | +2.3% | +5.6% |
| 30D | +28.3% | -6.4% | +34.7% | +28.5% |
| 3M | +48.7% | +10.9% | +37.9% | +47.5% |
| 6M | +71.9% | +6.7% | +65.2% | +68.3% |
| YTD | +138.7% | +111.1% | +27.6% | +122.9% |
| 1Y | +148.5% | +185.8% | -37.3% | +125.6% |
| 3Y | +192.7% | -6.6% | +199.2% | +172.3% |
| 5Y | +601.6% | -52.4% | +654.0% | +560.2% |
| All | +601.6% | -54.2% | +655.8% | +560.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling