-47.3%
FSLY vs VYM
+77.5%
-124.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +0.7% |
| 7D | +12.5% | -0.8% | +13.3% | +14.1% |
| 30D | -18.8% | -2.2% | -16.6% | -15.1% |
| 3M | +22.7% | +3.1% | +19.6% | +16.1% |
| 6M | -3.7% | +9.7% | -13.4% | -17.6% |
| YTD | +127.5% | +14.9% | +112.6% | +75.0% |
| 1Y | +193.5% | +17.6% | +176.0% | +115.8% |
| 3Y | -1.3% | +65.3% | -66.6% | -63.1% |
| All | -47.3% | +77.5% | -124.8% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling