+3.7%
FSLY vs VLTO
+70.6%
-66.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -4.0% | -3.4% |
| 7D | +4.9% | +1.0% | +3.9% | +4.7% |
| 30D | -33.5% | +17.5% | -51.0% | -35.3% |
| 3M | -44.6% | +21.4% | -66.0% | -46.6% |
| 6M | -9.2% | +38.1% | -47.4% | -16.3% |
| YTD | +63.3% | +19.0% | +44.2% | +59.6% |
| 1Y | +45.3% | +20.7% | +24.6% | +40.7% |
| 3Y | +3.7% | +64.3% | -60.5% | -3.3% |
| All | +3.7% | +70.6% | -66.8% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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