-10.4%
FSLY vs ITOT
+187.5%
-198.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +4.9% | +5.3% |
| 7D | +3.5% | +0.7% | +2.8% | +2.3% |
| 30D | -6.4% | -1.1% | -5.3% | -4.3% |
| 3M | +10.9% | +3.9% | +7.0% | +4.8% |
| 6M | +6.7% | +14.7% | -8.0% | -13.3% |
| YTD | +111.1% | +13.3% | +97.8% | +73.4% |
| 1Y | +185.8% | +19.1% | +166.6% | +116.3% |
| 3Y | -6.6% | +77.3% | -83.9% | -61.8% |
| 5Y | -52.4% | +74.1% | -126.5% | -77.8% |
| All | -10.4% | +187.5% | -198.0% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling