-5.3%
FSLY vs VCLT
+6.3%
-11.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +1.0% |
| 7D | +7.5% | -1.3% | +8.8% | +8.7% |
| 30D | -21.1% | -1.1% | -20.0% | -20.4% |
| 3M | +21.8% | -3.7% | +25.5% | +25.5% |
| 6M | -0.1% | -4.0% | +3.9% | +3.7% |
| YTD | +123.1% | -3.4% | +126.5% | +131.0% |
| 1Y | +208.6% | -4.1% | +212.7% | +222.1% |
| 3Y | -1.3% | +11.0% | -12.2% | -8.0% |
| 5Y | -48.4% | -17.0% | -31.4% | -47.0% |
| All | -5.3% | +6.3% | -11.7% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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