-44.6%
VG vs FSLY
+57.8%
-102.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.6% |
| 7D | +14.0% | +4.9% | +9.1% | +13.5% |
| 30D | -1.0% | -33.5% | +32.5% | +2.1% |
| 3M | -2.7% | -44.6% | +41.9% | +1.3% |
| 6M | +1.5% | -9.2% | +10.7% | +0.4% |
| YTD | +93.7% | +63.3% | +30.4% | +71.3% |
| 1Y | +68.5% | +45.3% | +23.3% | +52.8% |
| All | -44.6% | +57.8% | -102.4% | -58.3% |
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