-33.4%
FSLY vs VFC
-69.4%
+36.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.1% |
| 7D | -22.4% | +7.7% | -30.1% | -24.2% |
| 30D | -45.5% | +39.2% | -84.7% | -51.8% |
| 3M | -30.4% | +40.3% | -70.7% | -38.7% |
| 6M | -22.1% | +11.4% | -33.5% | -26.7% |
| YTD | +57.0% | +17.5% | +39.4% | +43.0% |
| 1Y | +38.2% | +45.9% | -7.6% | +15.1% |
| 3Y | -2.5% | +47.3% | -49.8% | -29.4% |
| 5Y | -68.8% | -67.2% | -1.7% | -60.9% |
| All | -33.4% | -69.4% | +36.0% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling