+248.8%
VUG vs FSLY
-4.2%
+253.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.2% |
| 7D | -0.1% | -10.6% | +10.5% | +1.1% |
| 30D | -0.3% | -20.9% | +20.6% | +1.6% |
| 3M | -0.7% | +3.4% | -4.1% | -1.9% |
| 6M | +14.6% | +2.7% | +11.9% | +9.6% |
| YTD | +9.0% | +102.3% | -93.2% | -6.5% |
| 1Y | +14.9% | +182.1% | -167.2% | -7.2% |
| 3Y | +86.0% | -14.6% | +100.6% | +65.3% |
| 5Y | +76.7% | -55.9% | +132.6% | +54.4% |
| All | +248.8% | -4.2% | +253.0% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling