-5.8%
FSLY vs VLTO
+55.4%
-61.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +11.8% | +0.8% | +11.0% | +11.6% |
| 30D | -36.5% | +18.7% | -55.2% | -39.9% |
| 3M | -39.7% | +21.7% | -61.4% | -43.5% |
| 6M | -9.7% | +35.8% | -45.5% | -19.8% |
| YTD | +68.9% | +18.3% | +50.6% | +60.0% |
| 1Y | +44.5% | +20.9% | +23.6% | +34.6% |
| 3Y | +4.8% | +68.8% | -64.0% | -29.3% |
| All | -5.8% | +55.4% | -61.2% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling