+164.3%
FSLY vs VIG
+19.5%
+144.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -1.9% |
| 7D | -22.2% | +2.7% | -24.9% | -23.9% |
| 30D | -19.1% | +7.0% | -26.1% | -24.2% |
| 3M | -15.7% | +4.0% | -19.7% | -18.6% |
| 6M | -23.5% | +12.3% | -35.8% | -29.3% |
| YTD | +106.6% | +16.4% | +90.3% | +67.0% |
| 1Y | +164.3% | +19.2% | +145.0% | +109.6% |
| All | +164.3% | +19.5% | +144.7% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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