-69.7%
FSLY vs VT
+53.4%
-123.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.8% | +2.5% |
| 7D | -31.4% | -2.3% | -29.1% | -25.9% |
| 30D | -37.3% | -5.0% | -32.3% | -27.2% |
| 3M | -30.1% | -4.9% | -25.2% | -19.0% |
| 6M | -49.8% | -1.5% | -48.3% | -45.3% |
| YTD | +55.7% | +8.5% | +47.2% | +33.5% |
| 1Y | +44.5% | +11.4% | +33.1% | +16.7% |
| 3Y | -4.3% | +70.1% | -74.4% | -72.7% |
| All | -69.7% | +53.4% | -123.1% | -86.7% |
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