-52.4%
FSLY vs VO
+43.2%
-95.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +4.9% | +5.6% |
| 7D | +3.5% | +0.6% | +2.8% | +2.0% |
| 30D | -6.4% | -1.1% | -5.3% | -3.5% |
| 3M | +10.9% | +4.5% | +6.3% | +1.3% |
| 6M | +6.7% | +11.1% | -4.4% | -12.6% |
| YTD | +111.1% | +13.5% | +97.6% | +62.4% |
| 1Y | +185.8% | +14.5% | +171.3% | +116.1% |
| 3Y | -6.6% | +58.1% | -64.7% | -65.3% |
| 5Y | -52.4% | +43.3% | -95.7% | -73.9% |
| All | -52.4% | +43.2% | -95.6% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling