-6.6%
FSLY vs VMC
+22.8%
-29.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +5.3% |
| 7D | +3.5% | -0.5% | +4.0% | +3.6% |
| 30D | -6.4% | -9.1% | +2.7% | -1.0% |
| 3M | +10.9% | -4.1% | +15.0% | +11.4% |
| 6M | +6.7% | -5.5% | +12.2% | +8.4% |
| YTD | +111.1% | -8.9% | +120.0% | +116.3% |
| 1Y | +185.8% | -12.9% | +198.7% | +202.3% |
| 3Y | -6.6% | +22.1% | -28.7% | -29.4% |
| All | -6.6% | +22.8% | -29.4% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling