-28.1%
FSLY vs VMC
+134.9%
-162.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.8% |
| 7D | -17.9% | -4.3% | -13.6% | -15.6% |
| 30D | -34.7% | +16.2% | -50.9% | -39.6% |
| 3M | -40.0% | -0.8% | -39.2% | -40.0% |
| 6M | -11.8% | +1.2% | -13.0% | -13.7% |
| YTD | +69.5% | +0.5% | +69.1% | +65.7% |
| 1Y | +44.0% | -2.9% | +46.9% | +43.2% |
| 3Y | +5.2% | +37.3% | -32.1% | -12.9% |
| 5Y | -65.6% | +48.8% | -114.4% | -72.9% |
| All | -28.1% | +134.9% | -162.9% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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