-14.2%
FSLY vs VT
+75.0%
-89.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -10.6% | +0.4% | -11.1% | -11.2% |
| 30D | -20.9% | +1.0% | -21.9% | -21.9% |
| 3M | +3.4% | +2.4% | +1.0% | -0.1% |
| 6M | +2.7% | +12.0% | -9.3% | -15.0% |
| YTD | +102.3% | +15.3% | +86.9% | +55.8% |
| 1Y | +182.1% | +22.6% | +159.5% | +92.1% |
| All | -14.2% | +75.0% | -89.2% | -76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling