-51.4%
VG vs FSLY
+50.5%
-101.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.2% |
| 7D | -22.0% | -31.4% | +9.4% | -19.6% |
| 30D | -11.6% | -37.3% | +25.7% | -8.5% |
| 3M | -14.9% | -30.1% | +15.2% | -13.2% |
| 6M | -3.5% | -49.8% | +46.3% | 0.0% |
| YTD | +70.0% | +55.7% | +14.3% | +51.0% |
| 1Y | +50.0% | +44.5% | +5.5% | +34.9% |
| All | -51.4% | +50.5% | -101.9% | -63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling