-5.3%
FSLY vs VFC
-81.5%
+76.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | +7.5% | -3.3% | +10.8% | +8.7% |
| 30D | -21.1% | -14.0% | -7.1% | -16.7% |
| 3M | +21.8% | -22.6% | +44.3% | +31.8% |
| 6M | -0.1% | -24.7% | +24.6% | +8.6% |
| YTD | +123.1% | -29.0% | +152.0% | +144.8% |
| 1Y | +208.6% | -13.8% | +222.3% | +207.7% |
| 3Y | -1.3% | -28.2% | +27.0% | -7.4% |
| 5Y | -48.4% | -79.0% | +30.6% | -22.9% |
| All | -5.3% | -81.5% | +76.1% | +43.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling