+22.9%
VZ vs FSLY
-20.0%
+42.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.9% | +11.8% | -10.8% | +0.9% |
| 30D | +6.9% | -36.5% | +43.5% | +7.2% |
| 3M | +0.6% | -39.7% | +40.4% | +0.8% |
| 6M | +0.3% | -9.7% | +10.0% | -0.1% |
| YTD | +21.9% | +68.9% | -47.0% | +19.7% |
| 1Y | +21.7% | +44.5% | -22.8% | +19.7% |
| 3Y | +58.5% | +4.8% | +53.7% | +55.3% |
| 5Y | +22.4% | -66.0% | +88.5% | +20.6% |
| All | +22.9% | -20.0% | +42.9% | +4.5% |
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