+123.1%
VSH vs FSLY
+5.6%
+117.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | 0.0% |
| 7D | +3.5% | +11.2% | -7.6% | +2.1% |
| 30D | -4.4% | -18.2% | +13.8% | -2.2% |
| 3M | -45.8% | +21.9% | -67.7% | -47.7% |
| 6M | +90.1% | +4.0% | +86.1% | +82.0% |
| YTD | +120.3% | +123.1% | -2.8% | +85.0% |
| 1Y | +112.2% | +196.9% | -84.6% | +68.3% |
| 3Y | +36.6% | -1.3% | +37.8% | +17.5% |
| 5Y | +67.0% | -50.2% | +117.2% | +42.3% |
| All | +123.1% | +5.6% | +117.4% | +39.6% |
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