+96.2%
VSH vs FSLY
-20.0%
+116.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.6% |
| 7D | +26.2% | +11.8% | +14.4% | +24.4% |
| 30D | -12.5% | -36.5% | +24.0% | -7.1% |
| 3M | -16.9% | -39.7% | +22.8% | -12.1% |
| 6M | -17.0% | -9.7% | -7.3% | -17.2% |
| YTD | +93.8% | +68.9% | +25.0% | +67.8% |
| 1Y | +99.3% | +44.5% | +54.9% | +76.2% |
| 3Y | +35.0% | +4.8% | +30.2% | +15.2% |
| 5Y | +45.8% | -66.0% | +111.8% | +30.0% |
| All | +96.2% | -20.0% | +116.3% | +26.6% |
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