+72.5%
VXUS vs FSLY
-0.4%
+72.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.4% | -1.0% |
| 7D | +0.3% | +11.2% | -10.9% | -0.1% |
| 30D | +0.7% | -18.2% | +18.8% | +1.3% |
| 3M | +4.8% | +21.9% | -17.1% | +3.6% |
| 6M | +11.3% | +4.0% | +7.3% | +9.7% |
| YTD | +16.5% | +123.1% | -106.6% | +10.5% |
| 1Y | +24.3% | +196.9% | -172.6% | +15.2% |
| All | +72.5% | -0.4% | +72.9% | +58.1% |
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 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