+55.9%
VZ vs FSLY
-9.9%
+65.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -0.9% |
| 7D | +2.1% | -31.4% | +33.6% | +1.6% |
| 30D | +1.4% | -37.3% | +38.7% | +0.8% |
| 3M | -1.3% | -30.1% | +28.9% | -1.7% |
| 6M | -0.5% | -49.8% | +49.3% | -1.0% |
| YTD | +19.6% | +55.7% | -36.1% | +20.1% |
| 1Y | +22.4% | +44.5% | -22.1% | +22.8% |
| 3Y | +55.9% | -4.3% | +60.2% | +56.3% |
| All | +55.9% | -9.9% | +65.8% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling