-28.1%
FSLY vs VFC
-69.7%
+41.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.4% |
| 7D | -17.9% | -1.4% | -16.6% | -17.3% |
| 30D | -34.7% | +30.7% | -65.4% | -40.8% |
| 3M | -40.0% | +40.6% | -80.7% | -47.2% |
| 6M | -11.8% | +16.5% | -28.3% | -18.4% |
| YTD | +69.5% | +16.2% | +53.4% | +55.1% |
| 1Y | +44.0% | +42.4% | +1.5% | +20.8% |
| 3Y | +5.2% | +48.1% | -42.8% | -24.0% |
| 5Y | -65.6% | -67.8% | +2.2% | -56.6% |
| All | -28.1% | -69.7% | +41.7% | -8.9% |
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