+4.4%
VTRS vs FSLY
+5.6%
-1.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.3% | +7.5% | -10.8% | -3.7% |
| 30D | +1.4% | -21.1% | +22.5% | +2.6% |
| 3M | +4.6% | +21.8% | -17.1% | +3.0% |
| 6M | +18.1% | -0.1% | +18.2% | +15.2% |
| YTD | +34.7% | +123.1% | -88.4% | +22.7% |
| 1Y | +65.6% | +208.6% | -142.9% | +45.6% |
| 3Y | +83.8% | -1.3% | +85.0% | +69.2% |
| 5Y | +46.5% | -48.4% | +94.8% | +32.7% |
| All | +4.4% | +5.6% | -1.2% | -22.1% |
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