+46.4%
VTRS vs FSLY
-47.3%
+93.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.7% |
| 7D | -2.2% | +12.5% | -14.7% | -2.8% |
| 30D | +3.3% | -18.8% | +22.1% | +4.3% |
| 3M | +2.0% | +22.7% | -20.7% | +0.4% |
| 6M | +19.9% | -3.7% | +23.6% | +17.3% |
| YTD | +35.7% | +127.5% | -91.8% | +23.2% |
| 1Y | +68.1% | +193.5% | -125.4% | +47.5% |
| 3Y | +87.1% | -1.3% | +88.4% | +72.4% |
| All | +46.4% | -47.3% | +93.7% | +32.8% |
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