-66.5%
FSLY vs VT
+57.0%
-123.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -2.7% |
| 7D | +4.9% | +2.4% | +2.5% | -0.6% |
| 30D | -33.5% | -1.5% | -32.0% | -29.1% |
| 3M | -44.6% | -4.1% | -40.5% | -37.1% |
| 6M | -9.2% | +0.6% | -9.8% | -6.8% |
| YTD | +63.3% | +11.0% | +52.2% | +32.7% |
| 1Y | +45.3% | +13.3% | +31.9% | +12.6% |
| 3Y | +3.7% | +73.4% | -69.6% | -71.6% |
| All | -66.5% | +57.0% | -123.5% | -86.2% |
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