-11.1%
VRSK vs FSLY
-47.3%
+36.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.1% |
| 7D | -5.2% | +12.5% | -17.6% | -5.7% |
| 30D | -2.3% | -18.8% | +16.5% | -1.5% |
| 3M | -2.9% | +22.7% | -25.6% | -4.5% |
| 6M | -12.8% | -3.7% | -9.1% | -14.5% |
| YTD | -20.8% | +127.5% | -148.3% | -27.2% |
| 1Y | -33.2% | +193.5% | -226.8% | -40.0% |
| 3Y | -26.6% | -1.3% | -25.3% | -30.7% |
| All | -11.1% | -47.3% | +36.2% | -19.3% |
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