-35.9%
FSLY vs VT
+140.9%
-176.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.9% | -4.1% | -22.8% | -19.7% |
| 7D | -40.0% | -4.2% | -35.8% | -33.8% |
| 30D | -39.7% | -5.8% | -33.9% | -31.1% |
| 3M | -40.9% | -5.2% | -35.7% | -33.1% |
| 6M | -52.5% | +0.1% | -52.6% | -50.5% |
| YTD | +51.1% | +8.2% | +42.8% | +36.1% |
| 1Y | +90.6% | +10.1% | +80.5% | +66.2% |
| 3Y | -12.4% | +69.7% | -82.1% | -62.8% |
| 5Y | -69.1% | +53.4% | -122.5% | -83.0% |
| All | -35.9% | +140.9% | -176.8% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling