+88.0%
VTR vs FSLY
-50.4%
+138.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -0.7% |
| 7D | -2.9% | +11.2% | -14.1% | -3.2% |
| 30D | -2.8% | -18.2% | +15.4% | -2.3% |
| 3M | +9.0% | +21.9% | -12.9% | +8.0% |
| 6M | +5.0% | +4.0% | +0.9% | +3.3% |
| YTD | +16.9% | +123.1% | -106.2% | +10.4% |
| 1Y | +34.3% | +196.9% | -162.6% | +24.0% |
| 3Y | +131.6% | -1.3% | +132.8% | +125.3% |
| All | +88.0% | -50.4% | +138.5% | +71.7% |
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