+431.7%
VST vs FSLY
-28.5%
+460.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -26.9% | +20.7% | -4.1% |
| 7D | -19.9% | -40.0% | +20.1% | -17.0% |
| 30D | -29.7% | -39.7% | +10.0% | -27.2% |
| 3M | -19.6% | -40.9% | +21.3% | -17.3% |
| 6M | -29.4% | -52.5% | +23.1% | -27.0% |
| YTD | -29.7% | +51.1% | -80.8% | -35.3% |
| 1Y | -40.0% | +90.6% | -130.6% | -46.2% |
| 3Y | +231.0% | -12.4% | +243.4% | +199.9% |
| 5Y | +500.1% | -69.1% | +569.2% | +446.2% |
| All | +431.7% | -28.5% | +460.2% | +275.3% |
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