-14.2%
FSLY vs VEU
+117.4%
-131.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -3.3% |
| 7D | -10.6% | +1.1% | -11.8% | -12.1% |
| 30D | -20.9% | +2.2% | -23.1% | -23.3% |
| 3M | +3.4% | +3.0% | +0.4% | -1.3% |
| 6M | +2.7% | +10.9% | -8.1% | -12.1% |
| YTD | +102.3% | +18.2% | +84.1% | +54.1% |
| 1Y | +182.1% | +28.3% | +153.8% | +88.6% |
| 3Y | -14.6% | +74.6% | -89.2% | -65.0% |
| 5Y | -55.9% | +56.4% | -112.3% | -77.3% |
| All | -14.2% | +117.4% | -131.6% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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