-5.3%
FSLY vs VO
+124.2%
-129.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +7.0% |
| 7D | +11.2% | -0.6% | +11.7% | +12.1% |
| 30D | -18.2% | -1.9% | -16.2% | -15.2% |
| 3M | +21.9% | +3.3% | +18.6% | +16.3% |
| 6M | +4.0% | +9.7% | -5.7% | -8.4% |
| YTD | +123.1% | +12.6% | +110.5% | +86.7% |
| 1Y | +196.9% | +13.6% | +183.2% | +145.6% |
| 3Y | -1.3% | +56.8% | -58.1% | -48.7% |
| 5Y | -50.2% | +42.3% | -92.5% | -66.7% |
| All | -5.3% | +124.2% | -129.5% | -54.9% |
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