+373.4%
VST vs FSLY
-13.5%
+386.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +3.7% |
| 7D | +8.9% | -10.6% | +19.5% | +9.8% |
| 30D | +6.2% | -20.9% | +27.1% | +7.7% |
| 3M | -2.7% | +3.4% | -6.1% | -3.9% |
| 6M | -8.4% | +2.7% | -11.1% | -11.7% |
| YTD | -7.2% | +102.3% | -109.5% | -18.1% |
| 1Y | -20.9% | +182.1% | -203.0% | -34.2% |
| All | +373.4% | -13.5% | +386.9% | +258.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling