-14.2%
FSLY vs VMC
+116.5%
-130.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.0% |
| 7D | -10.6% | -4.3% | -6.3% | -8.5% |
| 30D | -20.9% | -8.2% | -12.7% | -17.2% |
| 3M | +3.4% | -7.0% | +10.5% | +6.1% |
| 6M | +2.7% | -10.8% | +13.5% | +7.9% |
| YTD | +102.3% | -7.4% | +109.6% | +106.8% |
| 1Y | +182.1% | -9.5% | +191.5% | +191.8% |
| 3Y | -14.6% | +20.5% | -35.0% | -24.2% |
| 5Y | -55.9% | +51.6% | -107.5% | -64.5% |
| All | -14.2% | +116.5% | -130.7% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling