-5.3%
FSLY vs VIG
+144.4%
-149.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.7% |
| 7D | +7.5% | -2.2% | +9.8% | +11.1% |
| 30D | -21.1% | -3.2% | -17.9% | -17.1% |
| 3M | +21.8% | +3.0% | +18.7% | +16.6% |
| 6M | -0.1% | +8.1% | -8.3% | -10.0% |
| YTD | +123.1% | +9.1% | +114.0% | +96.8% |
| 1Y | +208.6% | +12.6% | +196.0% | +160.1% |
| 3Y | -1.3% | +55.4% | -56.6% | -46.5% |
| 5Y | -48.4% | +62.8% | -111.1% | -71.8% |
| All | -5.3% | +144.4% | -149.7% | -64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling