-30.7%
FSLY vs VMC
+130.1%
-160.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.8% | -3.0% |
| 7D | +4.9% | -1.3% | +6.1% | +5.5% |
| 30D | -33.5% | +15.5% | -49.0% | -38.3% |
| 3M | -44.6% | +0.6% | -45.2% | -45.0% |
| 6M | -9.2% | +2.1% | -11.3% | -11.6% |
| YTD | +63.3% | -1.6% | +64.8% | +61.1% |
| 1Y | +45.3% | -1.2% | +46.5% | +43.0% |
| 3Y | +3.7% | +35.3% | -31.6% | -13.5% |
| 5Y | -67.2% | +43.6% | -110.8% | -73.8% |
| All | -30.7% | +130.1% | -160.8% | -44.4% |
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