-5.3%
FSLY vs VYM
+136.5%
-141.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +6.3% |
| 7D | +11.2% | -1.0% | +12.1% | +12.4% |
| 30D | -18.2% | -2.0% | -16.1% | -16.0% |
| 3M | +21.9% | +3.1% | +18.8% | +17.8% |
| 6M | +4.0% | +8.9% | -4.9% | -4.7% |
| YTD | +123.1% | +14.7% | +108.4% | +90.4% |
| 1Y | +196.9% | +19.4% | +177.4% | +141.7% |
| 3Y | -1.3% | +65.4% | -66.7% | -42.9% |
| 5Y | -50.2% | +77.6% | -127.8% | -71.5% |
| All | -5.3% | +136.5% | -141.8% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling