+640.0%
VST vs FSLY
-66.0%
+706.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | +1.2% |
| 7D | +10.9% | -17.9% | +28.9% | +12.6% |
| 30D | -15.6% | -34.7% | +19.1% | -12.8% |
| 3M | -7.8% | -40.0% | +32.3% | -4.7% |
| 6M | -12.0% | -11.8% | -0.1% | -12.5% |
| YTD | -16.9% | +69.5% | -86.5% | -25.7% |
| 1Y | -25.1% | +44.0% | -69.0% | -32.0% |
| 3Y | +297.1% | +5.2% | +291.8% | +242.0% |
| All | +640.0% | -66.0% | +706.0% | +509.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling