+77.9%
VUG vs FSLY
+2.5%
+75.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.7% |
| 7D | +2.5% | +4.9% | -2.4% | +2.2% |
| 30D | -6.3% | -33.5% | +27.2% | -4.3% |
| 3M | -6.0% | -44.6% | +38.6% | -3.5% |
| 6M | -3.5% | -9.2% | +5.7% | -3.9% |
| YTD | +3.9% | +63.3% | -59.3% | -2.9% |
| 1Y | +5.1% | +45.3% | -40.2% | -0.9% |
| 3Y | +77.9% | +3.7% | +74.1% | +58.5% |
| All | +77.9% | +2.5% | +75.3% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling