-50.2%
VG vs FSLY
+51.8%
-102.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.3% |
| 7D | -8.3% | -22.4% | +14.1% | -6.5% |
| 30D | -10.3% | -45.5% | +35.1% | -6.1% |
| 3M | -10.8% | -30.4% | +19.6% | -9.0% |
| 6M | +3.5% | -22.1% | +25.6% | +3.8% |
| YTD | +74.0% | +57.0% | +17.0% | +54.4% |
| 1Y | +48.9% | +38.2% | +10.7% | +35.9% |
| All | -50.2% | +51.8% | -102.0% | -62.4% |
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