+112.2%
VSH vs FSLY
+205.2%
-93.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | +0.4% |
| 7D | +3.5% | +11.2% | -7.6% | +3.0% |
| 30D | -4.4% | -18.2% | +13.8% | -3.5% |
| 3M | -45.8% | +21.9% | -67.7% | -46.4% |
| 6M | +90.1% | +4.0% | +86.1% | +89.3% |
| YTD | +120.3% | +123.1% | -2.8% | +124.9% |
| 1Y | +112.2% | +196.9% | -84.6% | +114.9% |
| All | +112.2% | +205.2% | -93.0% | +114.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling