+20.6%
VZ vs FSLY
-26.3%
+46.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.0% |
| 7D | +2.1% | -31.4% | +33.6% | +2.4% |
| 30D | +1.4% | -37.3% | +38.7% | +1.6% |
| 3M | -1.3% | -30.1% | +28.9% | -1.3% |
| 6M | -0.5% | -49.8% | +49.3% | -0.3% |
| YTD | +19.6% | +55.7% | -36.1% | +17.5% |
| 1Y | +22.4% | +44.5% | -22.1% | +20.3% |
| 3Y | +55.9% | -4.3% | +60.2% | +52.8% |
| 5Y | +20.4% | -68.2% | +88.6% | +18.6% |
| All | +20.6% | -26.3% | +46.9% | +2.6% |
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