+361.8%
VRT vs FSLY
-9.9%
+371.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +3.1% |
| 7D | -21.4% | -31.4% | +10.1% | -17.6% |
| 30D | -25.8% | -37.3% | +11.5% | -21.7% |
| 3M | -33.5% | -30.1% | -3.4% | -31.4% |
| 6M | -49.0% | -49.8% | +0.8% | -46.2% |
| YTD | +12.9% | +55.7% | -42.7% | -0.6% |
| 1Y | 0.0% | +44.5% | -44.5% | -10.9% |
| 3Y | +361.8% | -4.3% | +366.2% | +275.1% |
| All | +361.8% | -9.9% | +371.7% | +275.1% |
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