-26.7%
VRSK vs FSLY
-0.4%
-26.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -7.7% | +7.5% | -15.3% | -7.8% |
| 30D | -2.8% | -21.1% | +18.3% | -2.5% |
| 3M | -3.7% | +21.8% | -25.5% | -4.4% |
| 6M | -12.8% | -0.1% | -12.6% | -13.7% |
| YTD | -21.0% | +123.1% | -144.1% | -24.0% |
| 1Y | -32.5% | +208.6% | -241.0% | -35.6% |
| All | -26.7% | -0.4% | -26.3% | -28.4% |
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