+124.9%
VEA vs FSLY
0.0%
+124.9%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -0.7% |
| 7D | +1.9% | +3.5% | -1.6% | +1.6% |
| 30D | +0.8% | -6.4% | +7.2% | +0.9% |
| 3M | +5.7% | +10.9% | -5.2% | +4.4% |
| 6M | +13.3% | +6.7% | +6.6% | +10.2% |
| YTD | +18.4% | +111.1% | -92.7% | +8.0% |
| 1Y | +27.0% | +185.8% | -158.8% | +12.1% |
| 3Y | +79.3% | -6.6% | +85.8% | +65.9% |
| 5Y | +62.1% | -52.4% | +114.5% | +48.3% |
| All | +124.9% | 0.0% | +124.9% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FSLY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling