+517.9%
VST vs FSLY
-24.5%
+542.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.7% | -2.2% |
| 7D | -6.0% | -22.9% | +16.9% | -4.4% |
| 30D | -18.8% | -44.6% | +25.8% | -15.4% |
| 3M | -8.0% | -41.5% | +33.4% | -5.2% |
| 6M | -10.9% | -20.8% | +9.9% | -10.7% |
| YTD | -18.3% | +59.5% | -77.9% | -25.1% |
| 1Y | -29.9% | +36.1% | -66.0% | -35.0% |
| 3Y | +290.3% | -1.0% | +291.3% | +250.8% |
| 5Y | +635.3% | -66.9% | +702.2% | +566.3% |
| All | +517.9% | -24.5% | +542.3% | +334.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling