+164.3%
FSLY vs VFC
+52.5%
+111.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -0.1% |
| 7D | -22.2% | +21.5% | -43.7% | -21.9% |
| 30D | -19.1% | +46.7% | -65.8% | -19.7% |
| 3M | -15.7% | +38.4% | -54.1% | -16.1% |
| 6M | -23.5% | +15.2% | -38.7% | -23.1% |
| YTD | +106.6% | +17.8% | +88.8% | +103.3% |
| 1Y | +164.3% | +55.6% | +108.7% | +174.4% |
| All | +164.3% | +52.5% | +111.8% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling