-52.4%
FSLY vs VFC
-78.3%
+25.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.2% | +5.1% |
| 7D | +3.5% | +0.8% | +2.6% | +3.0% |
| 30D | -6.4% | -11.9% | +5.5% | -1.5% |
| 3M | +10.9% | -20.2% | +31.0% | +19.6% |
| 6M | +6.7% | -23.0% | +29.7% | +16.2% |
| YTD | +111.1% | -26.2% | +137.3% | +130.5% |
| 1Y | +185.8% | -13.3% | +199.1% | +183.2% |
| 3Y | -6.6% | -25.5% | +18.9% | -16.9% |
| 5Y | -52.4% | -78.1% | +25.7% | +26.7% |
| All | -52.4% | -78.3% | +25.9% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling