-8.4%
FSLY vs VCLT
+12.8%
-21.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +3.5% | +0.3% | +3.2% | +3.0% |
| 30D | -6.4% | -0.6% | -5.8% | -6.0% |
| 3M | +10.9% | -2.2% | +13.1% | +14.1% |
| 6M | +6.7% | -2.9% | +9.6% | +11.4% |
| YTD | +111.1% | -2.1% | +113.2% | +119.1% |
| 1Y | +185.8% | -2.6% | +188.4% | +199.2% |
| All | -8.4% | +12.8% | -21.3% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling