+122.6%
VEA vs FSLY
+7.7%
+114.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.9% |
| 7D | -1.5% | +12.5% | -13.9% | -2.2% |
| 30D | -0.8% | -18.8% | +18.0% | +0.3% |
| 3M | +2.5% | +22.7% | -20.2% | +0.5% |
| 6M | +11.1% | -3.7% | +14.8% | +8.9% |
| YTD | +17.2% | +127.5% | -110.3% | +6.3% |
| 1Y | +24.5% | +193.5% | -169.0% | +9.8% |
| 3Y | +75.4% | -1.3% | +76.7% | +61.8% |
| 5Y | +61.1% | -47.3% | +108.4% | +46.3% |
| All | +122.6% | +7.7% | +114.8% | +65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling