-1.0%
FSLY vs VMC
+39.7%
-40.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +2.0% |
| 7D | -22.9% | +1.1% | -24.1% | -22.7% |
| 30D | -44.6% | +17.7% | -62.3% | -49.0% |
| 3M | -41.5% | +1.1% | -42.5% | -41.5% |
| 6M | -20.8% | +1.8% | -22.7% | -22.6% |
| YTD | +59.5% | +1.5% | +58.0% | +54.3% |
| 1Y | +36.1% | -1.1% | +37.3% | +34.1% |
| 3Y | -1.0% | +38.8% | -39.7% | -33.1% |
| All | -1.0% | +39.7% | -40.7% | -33.1% |
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