+182.1%
FSLY vs VFC
-6.8%
+188.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.7% |
| 7D | -10.6% | -1.6% | -9.0% | -10.5% |
| 30D | -20.9% | -11.6% | -9.3% | -20.1% |
| 3M | +3.4% | -18.1% | +21.5% | +5.0% |
| 6M | +2.7% | -27.4% | +30.1% | +4.2% |
| YTD | +102.3% | -24.8% | +127.1% | +103.0% |
| 1Y | +182.1% | -8.2% | +190.3% | +176.4% |
| All | +182.1% | -6.8% | +188.9% | +176.4% |
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