+7.2%
VNQ vs FSLY
-50.4%
+57.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.6% | +7.5% | -10.2% | -3.1% |
| 30D | -2.3% | -21.1% | +18.7% | -1.2% |
| 3M | -2.8% | +21.8% | -24.6% | -4.5% |
| 6M | +2.5% | -0.1% | +2.6% | 0.0% |
| YTD | +8.4% | +123.1% | -114.6% | -1.9% |
| 1Y | +6.8% | +208.6% | -201.8% | -7.1% |
| 3Y | +29.9% | -1.3% | +31.2% | +20.2% |
| 5Y | +7.2% | -48.4% | +55.6% | -7.4% |
| All | +7.2% | -50.4% | +57.6% | -7.4% |
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 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