+125.8%
VEA vs FSLY
-4.2%
+130.1%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.6% |
| 7D | +1.0% | -10.6% | +11.6% | +1.7% |
| 30D | +1.9% | -20.9% | +22.8% | +3.1% |
| 3M | +3.2% | +3.4% | -0.2% | +2.4% |
| 6M | +10.2% | +2.7% | +7.5% | +7.5% |
| YTD | +18.9% | +102.3% | -83.4% | +8.7% |
| 1Y | +29.3% | +182.1% | -152.7% | +14.2% |
| 3Y | +76.8% | -14.6% | +91.3% | +64.7% |
| 5Y | +61.2% | -55.9% | +117.1% | +48.2% |
| All | +125.8% | -4.2% | +130.1% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling