-32.3%
FSLY vs VT
+146.6%
-178.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.5% |
| 7D | -22.9% | -0.1% | -22.8% | -21.3% |
| 30D | -44.6% | -3.1% | -41.5% | -39.9% |
| 3M | -41.5% | -3.5% | -38.0% | -35.9% |
| 6M | -20.8% | +0.5% | -21.3% | -18.8% |
| YTD | +59.5% | +10.8% | +48.7% | +37.7% |
| 1Y | +36.1% | +11.9% | +24.2% | +15.7% |
| 3Y | -1.0% | +73.0% | -73.9% | -59.4% |
| 5Y | -66.9% | +58.6% | -125.6% | -82.8% |
| All | -32.3% | +146.6% | -178.9% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling