-55.9%
FSLY vs VSXY
+37.5%
-93.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.1% |
| 7D | +12.5% | +0.1% | +12.4% | +12.4% |
| 30D | -18.8% | -18.7% | -0.1% | -14.6% |
| 3M | +22.7% | -4.0% | +26.6% | +21.9% |
| 6M | -3.7% | +67.5% | -71.2% | -20.0% |
| YTD | +127.5% | +39.7% | +87.9% | +95.5% |
| 1Y | +193.5% | +180.0% | +13.6% | +98.5% |
| 3Y | -1.3% | +337.3% | -338.6% | -50.3% |
| 5Y | -47.3% | +22.7% | -70.0% | -59.9% |
| All | -55.9% | +37.5% | -93.4% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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