-59.0%
FSLY vs VSXY
+42.7%
-101.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.9% | +0.5% | +3.3% |
| 7D | +3.5% | -6.8% | +10.2% | +5.1% |
| 30D | -6.4% | -20.4% | +14.0% | -0.8% |
| 3M | +10.9% | +2.9% | +8.0% | +8.0% |
| 6M | +6.7% | +67.9% | -61.2% | -11.5% |
| YTD | +111.1% | +44.9% | +66.2% | +79.7% |
| 1Y | +185.8% | +205.9% | -20.2% | +88.3% |
| 3Y | -6.6% | +373.9% | -380.4% | -54.2% |
| 5Y | -52.4% | +23.5% | -75.9% | -64.0% |
| All | -59.0% | +42.7% | -101.7% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling