-33.9%
FSLY vs VT
+141.5%
-175.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.8% | +2.6% |
| 7D | -31.4% | -2.3% | -29.1% | -27.0% |
| 30D | -37.3% | -5.0% | -32.3% | -29.4% |
| 3M | -30.1% | -4.9% | -25.2% | -21.4% |
| 6M | -49.8% | -1.5% | -48.3% | -46.0% |
| YTD | +55.7% | +8.5% | +47.2% | +39.7% |
| 1Y | +44.5% | +11.4% | +33.1% | +24.0% |
| 3Y | -4.3% | +70.1% | -74.4% | -59.6% |
| 5Y | -68.2% | +53.7% | -121.9% | -82.6% |
| All | -33.9% | +141.5% | -175.4% | -76.9% |
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