+526.5%
VST vs FSLY
-22.7%
+549.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.9% |
| 7D | +6.6% | +4.9% | +1.7% | +6.2% |
| 30D | -12.4% | -33.5% | +21.1% | -10.0% |
| 3M | -9.0% | -44.6% | +35.6% | -5.8% |
| 6M | -6.4% | -9.2% | +2.8% | -7.2% |
| YTD | -17.2% | +63.3% | -80.5% | -24.2% |
| 1Y | -22.0% | +45.3% | -67.3% | -28.1% |
| 3Y | +296.7% | +3.7% | +292.9% | +255.3% |
| 5Y | +637.6% | -67.2% | +704.7% | +568.2% |
| All | +526.5% | -22.7% | +549.2% | +339.6% |
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