+30.4%
VZ vs FSLY
-4.2%
+34.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.9% |
| 7D | +0.1% | -10.6% | +10.7% | +0.2% |
| 30D | +7.9% | -20.9% | +28.8% | +8.1% |
| 3M | +13.6% | +3.4% | +10.2% | +13.4% |
| 6M | +1.1% | +2.7% | -1.6% | +0.6% |
| YTD | +29.3% | +102.3% | -73.0% | +27.1% |
| 1Y | +21.2% | +182.1% | -160.8% | +18.3% |
| 3Y | +75.9% | -14.6% | +90.5% | +73.8% |
| 5Y | +24.1% | -55.9% | +80.0% | +22.0% |
| All | +30.4% | -4.2% | +34.6% | +11.0% |
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