+195.7%
VOO vs FSLY
-22.7%
+218.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.1% |
| 7D | +2.6% | +4.9% | -2.3% | +2.2% |
| 30D | -2.0% | -33.5% | +31.5% | +0.6% |
| 3M | -2.8% | -44.6% | +41.9% | +0.6% |
| 6M | +2.2% | -9.2% | +11.4% | +1.1% |
| YTD | +11.5% | +63.3% | -51.7% | +0.8% |
| 1Y | +13.5% | +45.3% | -31.8% | +3.5% |
| 3Y | +78.1% | +3.7% | +74.3% | +58.6% |
| 5Y | +73.1% | -67.2% | +140.3% | +59.2% |
| All | +195.7% | -22.7% | +218.4% | +114.9% |
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 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