+2,692.3%
VRT vs FSLY
-4.2%
+2,696.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +4.8% |
| 7D | +9.1% | -10.6% | +19.8% | +11.0% |
| 30D | +0.9% | -20.9% | +21.8% | +4.0% |
| 3M | -13.4% | +3.4% | -16.8% | -14.8% |
| 6M | +11.7% | +2.7% | +8.9% | +5.4% |
| YTD | +73.2% | +102.3% | -29.0% | +38.7% |
| 1Y | +123.4% | +182.1% | -58.6% | +63.9% |
| 3Y | +606.2% | -14.6% | +620.7% | +498.5% |
| 5Y | +899.9% | -55.9% | +955.8% | +719.6% |
| All | +2,692.3% | -4.2% | +2,696.5% | +1,820.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling