+485.7%
VLO vs FSLY
-4.2%
+489.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | +5.2% | -10.6% | +15.8% | +5.7% |
| 30D | +22.6% | -20.9% | +43.5% | +23.6% |
| 3M | +43.8% | +3.4% | +40.4% | +43.1% |
| 6M | +65.7% | +2.7% | +63.0% | +63.0% |
| YTD | +131.1% | +102.3% | +28.8% | +118.1% |
| 1Y | +143.6% | +182.1% | -38.4% | +124.7% |
| 3Y | +201.4% | -14.6% | +215.9% | +185.2% |
| 5Y | +568.9% | -55.9% | +624.8% | +527.7% |
| All | +485.7% | -4.2% | +489.9% | +336.6% |
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