+83.2%
VTR vs FSLY
+7.7%
+75.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.6% |
| 7D | -0.3% | +12.5% | -12.8% | -0.7% |
| 30D | +1.1% | -18.8% | +19.9% | +1.8% |
| 3M | +7.9% | +22.7% | -14.8% | +6.7% |
| 6M | +6.2% | -3.7% | +9.9% | +4.7% |
| YTD | +17.7% | +127.5% | -109.8% | +10.4% |
| 1Y | +32.9% | +193.5% | -160.6% | +22.2% |
| 3Y | +129.7% | -1.3% | +131.0% | +119.6% |
| 5Y | +89.3% | -47.3% | +136.7% | +77.4% |
| All | +83.2% | +7.7% | +75.5% | +30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling