+123.8%
VSH vs FSLY
-4.2%
+128.1%
-63.6%
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% | +4.7% |
| 7D | +4.1% | -10.6% | +14.7% | +5.5% |
| 30D | -4.2% | -20.9% | +16.7% | -2.0% |
| 3M | -50.0% | +3.4% | -53.4% | -50.7% |
| 6M | +80.2% | +2.7% | +77.4% | +72.7% |
| YTD | +121.1% | +102.3% | +18.8% | +88.0% |
| 1Y | +112.0% | +182.1% | -70.1% | +69.0% |
| 3Y | +22.5% | -14.6% | +37.1% | +7.4% |
| 5Y | +64.0% | -55.9% | +119.9% | +41.9% |
| All | +123.8% | -4.2% | +128.1% | +41.9% |
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 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