+7.3%
FSLY vs VIG
+67.2%
-59.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +11.8% | +3.1% | +8.7% | +5.7% |
| 30D | -36.5% | +5.0% | -41.6% | -40.8% |
| 3M | -39.7% | +2.7% | -42.4% | -41.5% |
| 6M | -9.7% | +11.0% | -20.6% | -23.1% |
| YTD | +68.9% | +16.0% | +52.9% | +32.1% |
| 1Y | +44.5% | +16.3% | +28.2% | +12.5% |
| All | +7.3% | +67.2% | -59.9% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling