-50.2%
FSLY vs VIG
+62.2%
-112.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +6.8% |
| 7D | +11.2% | -1.2% | +12.3% | +13.8% |
| 30D | -18.2% | -2.8% | -15.3% | -13.1% |
| 3M | +21.9% | +2.5% | +19.4% | +16.0% |
| 6M | +4.0% | +8.1% | -4.1% | -10.3% |
| YTD | +123.1% | +9.6% | +113.5% | +84.5% |
| 1Y | +196.9% | +14.2% | +182.7% | +124.8% |
| 3Y | -1.3% | +56.1% | -57.4% | -62.1% |
| 5Y | -50.2% | +62.8% | -113.1% | -81.3% |
| All | -50.2% | +62.2% | -112.5% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling