+66.7%
VSH vs FSLY
-54.2%
+120.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.6% |
| 7D | +6.2% | +3.5% | +2.7% | +5.7% |
| 30D | -11.1% | -6.4% | -4.7% | -11.0% |
| 3M | -44.9% | +10.9% | -55.8% | -46.3% |
| 6M | +90.0% | +6.7% | +83.3% | +80.5% |
| YTD | +118.8% | +111.1% | +7.7% | +82.8% |
| 1Y | +109.0% | +185.8% | -76.8% | +62.6% |
| 3Y | +35.6% | -6.6% | +42.2% | +15.1% |
| 5Y | +66.7% | -52.4% | +119.1% | +28.1% |
| All | +66.7% | -54.2% | +120.9% | +28.1% |
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