-1.3%
FSLY vs ITOT
+75.8%
-77.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +0.5% |
| 7D | +12.5% | -0.9% | +13.4% | +14.2% |
| 30D | -18.8% | -1.5% | -17.4% | -16.4% |
| 3M | +22.7% | +3.6% | +19.1% | +16.2% |
| 6M | -3.7% | +13.7% | -17.4% | -21.5% |
| YTD | +127.5% | +12.9% | +114.6% | +85.5% |
| 1Y | +193.5% | +17.2% | +176.4% | +123.1% |
| 3Y | -1.3% | +75.6% | -76.9% | -72.1% |
| All | -1.3% | +75.8% | -77.1% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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