+89.7%
VWO vs FSLY
0.0%
+89.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -0.7% |
| 7D | +0.9% | +3.5% | -2.6% | +0.6% |
| 30D | +1.3% | -6.4% | +7.7% | +1.3% |
| 3M | +5.1% | +10.9% | -5.8% | +3.6% |
| 6M | +12.5% | +6.7% | +5.8% | +8.9% |
| YTD | +14.0% | +111.1% | -97.1% | +2.5% |
| 1Y | +19.7% | +185.8% | -166.0% | +3.7% |
| 3Y | +66.8% | -6.6% | +73.3% | +52.7% |
| 5Y | +36.2% | -52.4% | +88.6% | +24.1% |
| All | +89.7% | 0.0% | +89.7% | +41.6% |
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 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