-46.6%
VG vs FSLY
+63.9%
-110.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.3% | -0.8% | +4.9% |
| 7D | +5.5% | -17.9% | +23.4% | +7.0% |
| 30D | -3.6% | -34.7% | +31.1% | -0.4% |
| 3M | -4.0% | -40.0% | +36.0% | -0.8% |
| 6M | +9.4% | -11.8% | +21.2% | +8.5% |
| YTD | +86.6% | +69.5% | +17.1% | +64.5% |
| 1Y | +69.5% | +44.0% | +25.5% | +55.3% |
| All | -46.6% | +63.9% | -110.5% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling