+1,024.4%
VRT vs FSLY
-54.2%
+1,078.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.7% | +2.8% |
| 7D | +13.6% | +3.5% | +10.2% | +12.9% |
| 30D | +6.8% | -6.4% | +13.2% | +7.3% |
| 3M | -3.2% | +10.9% | -14.1% | -6.3% |
| 6M | +20.3% | +6.7% | +13.6% | +11.1% |
| YTD | +79.6% | +111.1% | -31.5% | +35.1% |
| 1Y | +139.0% | +185.8% | -46.8% | +60.8% |
| 3Y | +644.6% | -6.6% | +651.2% | +501.2% |
| 5Y | +1,024.4% | -52.4% | +1,076.7% | +757.5% |
| All | +1,024.4% | -54.2% | +1,078.6% | +757.5% |
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 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