+235.6%
VUG vs FSLY
-20.0%
+255.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +4.4% | +11.8% | -7.4% | +3.1% |
| 30D | -7.3% | -36.5% | +29.2% | -3.3% |
| 3M | -4.2% | -39.7% | +35.5% | -0.4% |
| 6M | -1.6% | -9.7% | +8.1% | -2.8% |
| YTD | +4.9% | +68.9% | -64.0% | -9.4% |
| 1Y | +3.8% | +44.5% | -40.7% | -8.7% |
| 3Y | +79.4% | +4.8% | +74.6% | +52.7% |
| 5Y | +63.9% | -66.0% | +129.9% | +46.0% |
| All | +235.6% | -20.0% | +255.6% | +133.6% |
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