+3.7%
FSLY vs VCLT
+14.4%
-10.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.8% |
| 7D | +4.9% | -2.3% | +7.1% | +7.7% |
| 30D | -33.5% | +0.8% | -34.3% | -34.3% |
| 3M | -44.6% | -2.7% | -42.0% | -43.0% |
| 6M | -9.2% | -4.3% | -4.9% | -4.5% |
| YTD | +63.3% | -4.3% | +67.6% | +73.5% |
| 1Y | +45.3% | -4.4% | +49.6% | +54.5% |
| 3Y | +3.7% | +13.8% | -10.0% | -18.2% |
| All | +3.7% | +14.4% | -10.7% | -18.2% |
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