+76.3%
VUG vs FSLY
-54.2%
+130.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.7% | -0.8% |
| 7D | +0.9% | +3.5% | -2.6% | +0.5% |
| 30D | -1.4% | -6.4% | +5.0% | -1.3% |
| 3M | +2.3% | +10.9% | -8.6% | +0.3% |
| 6M | +15.7% | +6.7% | +9.0% | +10.0% |
| YTD | +8.6% | +111.1% | -102.5% | -7.7% |
| 1Y | +14.1% | +185.8% | -171.7% | -9.1% |
| 3Y | +87.9% | -6.6% | +94.5% | +65.9% |
| 5Y | +76.3% | -52.4% | +128.7% | +50.4% |
| All | +76.3% | -54.2% | +130.5% | +50.4% |
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 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