+13.8%
VRT vs FSLY
+161.0%
-147.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.2% | -12.7% | -12.9% |
| 7D | -15.4% | -22.2% | +6.8% | -14.5% |
| 30D | -19.0% | -19.1% | +0.2% | -18.3% |
| 3M | -23.8% | -15.7% | -8.1% | -23.4% |
| 6M | -37.9% | -23.5% | -14.4% | -37.6% |
| YTD | +27.0% | +106.6% | -79.7% | +31.6% |
| 1Y | +13.8% | +164.3% | -150.5% | +18.8% |
| All | +13.8% | +161.0% | -147.2% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling