+1,833.7%
VRT vs FSLY
-24.5%
+1,858.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.4% |
| 7D | -17.7% | -22.9% | +5.2% | -14.2% |
| 30D | -20.0% | -44.6% | +24.6% | -12.3% |
| 3M | -28.1% | -41.5% | +13.4% | -22.9% |
| 6M | -42.8% | -20.8% | -22.0% | -42.3% |
| YTD | +20.0% | +59.5% | -39.6% | -1.6% |
| 1Y | +3.5% | +36.1% | -32.6% | -12.7% |
| 3Y | +366.1% | -1.0% | +367.1% | +278.0% |
| 5Y | +632.2% | -66.9% | +699.1% | +519.7% |
| All | +1,833.7% | -24.5% | +1,858.1% | +1,262.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling