-28.1%
FSLY vs VO
+128.9%
-157.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.0% | +4.2% |
| 7D | -17.9% | +0.2% | -18.2% | -16.8% |
| 30D | -34.7% | +2.0% | -36.7% | -35.6% |
| 3M | -40.0% | -0.3% | -39.7% | -38.3% |
| 6M | -11.8% | +7.3% | -19.1% | -19.0% |
| YTD | +69.5% | +15.0% | +54.6% | +39.9% |
| 1Y | +44.0% | +14.7% | +29.3% | +19.4% |
| 3Y | +5.2% | +67.3% | -62.0% | -50.3% |
| 5Y | -65.6% | +38.8% | -104.4% | -76.2% |
| All | -28.1% | +128.9% | -157.0% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling