+123.4%
VRT vs FSLY
+181.7%
-58.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +4.5% |
| 7D | +9.1% | -10.6% | +19.8% | +9.7% |
| 30D | +0.9% | -20.9% | +21.8% | +1.9% |
| 3M | -13.4% | +3.4% | -16.8% | -13.3% |
| 6M | +11.7% | +2.7% | +8.9% | +12.8% |
| YTD | +73.2% | +102.3% | -29.0% | +77.2% |
| 1Y | +123.4% | +182.1% | -58.6% | +132.4% |
| All | +123.4% | +181.7% | -58.2% | +132.4% |
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 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