+42.2%
VNQ vs FSLY
+5.6%
+36.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -1.4% |
| 7D | -0.9% | +11.2% | -12.0% | -1.5% |
| 30D | -2.2% | -18.2% | +15.9% | -1.3% |
| 3M | -1.9% | +21.9% | -23.8% | -3.7% |
| 6M | +3.2% | +4.0% | -0.8% | +0.5% |
| YTD | +9.4% | +123.1% | -113.7% | -0.7% |
| 1Y | +7.5% | +196.9% | -189.3% | -5.3% |
| 3Y | +31.1% | -1.3% | +32.3% | +20.9% |
| 5Y | +6.6% | -50.2% | +56.8% | -3.4% |
| All | +42.2% | +5.6% | +36.6% | +2.7% |
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 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