-13.2%
FSLY vs VLTO
+54.8%
-68.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.9% |
| 7D | -31.4% | +5.4% | -36.8% | -32.4% |
| 30D | -37.3% | +22.3% | -59.6% | -41.3% |
| 3M | -30.1% | +19.6% | -49.7% | -34.2% |
| 6M | -49.8% | +35.2% | -84.9% | -55.7% |
| YTD | +55.7% | +17.9% | +37.8% | +47.7% |
| 1Y | +44.5% | +19.5% | +25.0% | +35.5% |
| 3Y | -4.3% | +73.9% | -78.3% | -38.4% |
| All | -13.2% | +54.8% | -68.0% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling