-69.1%
FSLY vs VT
+53.2%
-122.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.9% | -4.1% | -22.8% | -17.6% |
| 7D | -40.0% | -4.2% | -35.8% | -32.1% |
| 30D | -39.7% | -5.8% | -33.9% | -28.6% |
| 3M | -40.9% | -5.2% | -35.7% | -30.9% |
| 6M | -52.5% | +0.1% | -52.6% | -50.2% |
| YTD | +51.1% | +8.2% | +42.8% | +30.2% |
| 1Y | +90.6% | +10.1% | +80.5% | +57.1% |
| 3Y | -12.4% | +69.7% | -82.1% | -74.9% |
| 5Y | -69.1% | +53.4% | -122.5% | -86.4% |
| All | -69.1% | +53.2% | -122.3% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling