+196.9%
FSLY vs VFC
-15.2%
+212.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +5.9% |
| 7D | +11.2% | -2.3% | +13.5% | +11.4% |
| 30D | -18.2% | -13.4% | -4.8% | -17.1% |
| 3M | +21.9% | -23.7% | +45.6% | +24.3% |
| 6M | +4.0% | -24.5% | +28.5% | +6.7% |
| YTD | +123.1% | -27.8% | +150.9% | +124.6% |
| 1Y | +196.9% | -13.5% | +210.3% | +193.5% |
| All | +196.9% | -15.2% | +212.1% | +193.5% |
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