+115.3%
VXUS vs FSLY
-4.2%
+119.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.7% |
| 7D | +1.0% | -10.6% | +11.7% | +1.8% |
| 30D | +2.2% | -20.9% | +23.1% | +3.4% |
| 3M | +3.0% | +3.4% | -0.4% | +2.1% |
| 6M | +10.7% | +2.7% | +7.9% | +7.8% |
| YTD | +17.8% | +102.3% | -84.4% | +7.5% |
| 1Y | +27.6% | +182.1% | -154.5% | +12.2% |
| 3Y | +73.3% | -14.6% | +87.9% | +61.2% |
| 5Y | +54.3% | -55.9% | +110.2% | +41.9% |
| All | +115.3% | -4.2% | +119.5% | +62.1% |
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