-50.2%
FSLY vs VMC
+48.3%
-98.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.3% | +8.9% | +8.2% |
| 7D | +11.2% | -5.3% | +16.5% | +15.7% |
| 30D | -18.2% | -12.3% | -5.9% | -9.4% |
| 3M | +21.9% | -10.3% | +32.2% | +30.0% |
| 6M | +4.0% | -8.6% | +12.6% | +8.9% |
| YTD | +123.1% | -11.9% | +135.0% | +136.3% |
| 1Y | +196.9% | -13.9% | +210.8% | +220.6% |
| 3Y | -1.3% | +18.2% | -19.4% | -25.3% |
| 5Y | -50.2% | +47.7% | -98.0% | -68.6% |
| All | -50.2% | +48.3% | -98.5% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling