-30.7%
FSLY vs VCLT
+5.3%
-36.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.0% |
| 7D | +4.9% | -2.3% | +7.1% | +6.9% |
| 30D | -33.5% | +0.8% | -34.3% | -34.0% |
| 3M | -44.6% | -2.7% | -42.0% | -43.5% |
| 6M | -9.2% | -4.3% | -4.9% | -6.0% |
| YTD | +63.3% | -4.3% | +67.6% | +70.1% |
| 1Y | +45.3% | -4.4% | +49.6% | +51.5% |
| 3Y | +3.7% | +13.8% | -10.0% | -5.3% |
| 5Y | -67.2% | -17.0% | -50.2% | -66.1% |
| All | -30.7% | +5.3% | -36.0% | -31.1% |
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