-2.5%
FSLY vs VFC
+42.8%
-45.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.1% |
| 7D | -22.4% | +7.7% | -30.1% | -23.8% |
| 30D | -45.5% | +39.2% | -84.7% | -50.5% |
| 3M | -30.4% | +40.3% | -70.7% | -37.0% |
| 6M | -22.1% | +11.4% | -33.5% | -25.5% |
| YTD | +57.0% | +17.5% | +39.4% | +45.9% |
| 1Y | +38.2% | +45.9% | -7.6% | +18.8% |
| 3Y | -2.5% | +47.3% | -49.8% | -25.0% |
| All | -2.5% | +42.8% | -45.3% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling