+588.9%
VST vs FSLY
-68.3%
+657.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +3.1% | +7.5% | +10.3% |
| 7D | -9.8% | -31.4% | +21.6% | -7.1% |
| 30D | -25.1% | -37.3% | +12.2% | -22.4% |
| 3M | -11.6% | -30.1% | +18.5% | -9.8% |
| 6M | -20.9% | -49.8% | +28.9% | -18.2% |
| YTD | -22.3% | +55.7% | -78.0% | -30.0% |
| 1Y | -32.0% | +44.5% | -76.5% | -38.4% |
| 3Y | +262.4% | -4.3% | +266.7% | +214.7% |
| All | +588.9% | -68.3% | +657.2% | +462.4% |
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 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