+101.6%
VXUS vs FSLY
-24.5%
+126.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | +0.5% | -22.9% | +23.4% | +2.0% |
| 30D | -2.5% | -44.6% | +42.0% | +0.9% |
| 3M | -4.6% | -41.5% | +36.8% | -2.1% |
| 6M | -2.6% | -20.8% | +18.2% | -2.6% |
| YTD | +10.4% | +59.5% | -49.2% | +1.4% |
| 1Y | +12.9% | +36.1% | -23.3% | +4.9% |
| 3Y | +68.4% | -1.0% | +69.4% | +53.0% |
| 5Y | +47.7% | -66.9% | +114.6% | +37.7% |
| All | +101.6% | -24.5% | +126.1% | +53.0% |
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