+567.3%
VRT vs FSLY
-68.3%
+635.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.9% |
| 7D | -21.4% | -31.4% | +10.1% | -15.6% |
| 30D | -25.8% | -37.3% | +11.5% | -19.5% |
| 3M | -33.5% | -30.1% | -3.4% | -30.6% |
| 6M | -49.0% | -49.8% | +0.8% | -44.8% |
| YTD | +12.9% | +55.7% | -42.7% | -11.8% |
| 1Y | 0.0% | +44.5% | -44.5% | -20.7% |
| 3Y | +361.8% | -4.3% | +366.2% | +252.8% |
| All | +567.3% | -68.3% | +635.6% | +488.3% |
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