-50.2%
FSLY vs VCLT
-15.5%
-34.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.9% |
| 7D | +11.2% | 0.0% | +11.1% | +11.1% |
| 30D | -18.2% | +0.1% | -18.3% | -18.4% |
| 3M | +21.9% | -2.9% | +24.8% | +26.5% |
| 6M | +4.0% | -4.0% | +8.0% | +10.2% |
| YTD | +123.1% | -2.2% | +125.3% | +132.0% |
| 1Y | +196.9% | -2.6% | +199.4% | +210.9% |
| 3Y | -1.3% | +12.3% | -13.5% | -15.6% |
| 5Y | -50.2% | -16.4% | -33.8% | -50.5% |
| All | -50.2% | -15.5% | -34.7% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling