+245.8%
VUG vs FSLY
+5.6%
+240.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -1.1% |
| 7D | +0.1% | +11.2% | -11.1% | -1.1% |
| 30D | -1.7% | -18.2% | +16.5% | +0.1% |
| 3M | +2.8% | +21.9% | -19.1% | -0.3% |
| 6M | +13.6% | +4.0% | +9.6% | +8.6% |
| YTD | +8.1% | +123.1% | -115.0% | -8.3% |
| 1Y | +13.1% | +196.9% | -183.8% | -9.0% |
| 3Y | +87.0% | -1.3% | +88.2% | +63.2% |
| 5Y | +76.0% | -50.2% | +126.2% | +51.7% |
| All | +245.8% | +5.6% | +240.1% | +136.4% |
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