-5.3%
FSLY vs VMC
+106.6%
-111.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +7.5% | -3.7% | +11.2% | +9.4% |
| 30D | -21.1% | -12.8% | -8.3% | -15.5% |
| 3M | +21.8% | -7.9% | +29.7% | +25.6% |
| 6M | -0.1% | -7.5% | +7.4% | +2.8% |
| YTD | +123.1% | -11.6% | +134.7% | +133.1% |
| 1Y | +208.6% | -14.3% | +222.8% | +227.7% |
| 3Y | -1.3% | +18.5% | -19.8% | -11.7% |
| 5Y | -48.4% | +46.8% | -95.1% | -57.6% |
| All | -5.3% | +106.6% | -111.9% | -19.6% |
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