+208.6%
FSLY vs VMC
-14.0%
+222.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.3% | +8.9% | +6.8% |
| 7D | +11.2% | -5.3% | +16.5% | +13.1% |
| 30D | -18.2% | -12.3% | -5.9% | -14.4% |
| 3M | +21.9% | -10.3% | +32.2% | +24.5% |
| 6M | +4.0% | -8.6% | +12.6% | +5.5% |
| YTD | +123.1% | -11.9% | +135.0% | +128.4% |
| All | +208.6% | -14.0% | +222.6% | +217.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling