+20.2%
VZ vs FSLY
-68.3%
+88.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -0.9% |
| 7D | +2.1% | -31.4% | +33.6% | +2.1% |
| 30D | +1.4% | -37.3% | +38.7% | +1.4% |
| 3M | -1.3% | -30.1% | +28.9% | -1.4% |
| 6M | -0.5% | -49.8% | +49.3% | -0.5% |
| YTD | +19.6% | +55.7% | -36.1% | +17.9% |
| 1Y | +22.4% | +44.5% | -22.1% | +20.7% |
| 3Y | +55.9% | -4.3% | +60.2% | +53.4% |
| All | +20.2% | -68.3% | +88.5% | +15.2% |
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 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