+602.1%
VST vs FSLY
-4.2%
+606.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +3.7% |
| 7D | +8.9% | -10.6% | +19.5% | +9.7% |
| 30D | +6.2% | -20.9% | +27.1% | +7.6% |
| 3M | -2.7% | +3.4% | -6.1% | -3.7% |
| 6M | -8.4% | +2.7% | -11.1% | -11.0% |
| YTD | -7.2% | +102.3% | -109.5% | -15.9% |
| 1Y | -20.9% | +182.1% | -203.0% | -30.9% |
| 3Y | +384.0% | -14.6% | +398.6% | +339.5% |
| 5Y | +757.1% | -55.9% | +813.0% | +663.7% |
| All | +602.1% | -4.2% | +606.3% | +388.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling