-5.3%
FSLY vs VFC
-81.6%
+76.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.8% |
| 7D | +7.5% | -4.0% | +11.5% | +8.9% |
| 30D | -21.1% | -14.6% | -6.5% | -16.5% |
| 3M | +21.8% | -23.1% | +44.9% | +32.1% |
| 6M | -0.1% | -25.2% | +25.1% | +8.9% |
| YTD | +123.1% | -29.5% | +152.5% | +145.4% |
| 1Y | +208.6% | -14.4% | +222.9% | +208.5% |
| 3Y | -1.3% | -28.7% | +27.5% | -7.1% |
| 5Y | -48.4% | -79.1% | +30.8% | -22.8% |
| All | -5.3% | -81.6% | +76.3% | +44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling