-3.5%
FSLY vs VYM
+136.8%
-140.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.2% |
| 7D | +12.5% | -0.8% | +13.3% | +13.5% |
| 30D | -18.8% | -2.2% | -16.6% | -16.5% |
| 3M | +22.7% | +3.1% | +19.6% | +18.5% |
| 6M | -3.7% | +9.7% | -13.4% | -12.5% |
| YTD | +127.5% | +14.9% | +112.6% | +93.8% |
| 1Y | +193.5% | +17.6% | +176.0% | +143.6% |
| 3Y | -1.3% | +65.3% | -66.6% | -43.0% |
| 5Y | -47.3% | +78.7% | -126.1% | -70.0% |
| All | -3.5% | +136.8% | -140.2% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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