+42.8%
VSH vs FSLY
-68.1%
+110.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.2% |
| 7D | -1.6% | -22.9% | +21.3% | +2.2% |
| 30D | -21.3% | -44.6% | +23.3% | -14.5% |
| 3M | -18.9% | -41.5% | +22.6% | -13.4% |
| 6M | -21.4% | -20.8% | -0.6% | -20.3% |
| YTD | +86.8% | +59.5% | +27.3% | +60.9% |
| 1Y | +85.8% | +36.1% | +49.6% | +64.2% |
| 3Y | +30.1% | -1.0% | +31.1% | +8.8% |
| 5Y | +42.8% | -66.9% | +109.8% | +15.7% |
| All | +42.8% | -68.1% | +110.9% | +15.7% |
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