-12.3%
FSLY vs VT
+151.1%
-163.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -3.1% |
| 7D | -22.2% | -0.3% | -21.9% | -21.6% |
| 30D | -19.1% | -1.4% | -17.7% | -16.4% |
| 3M | -15.7% | -1.4% | -14.3% | -12.8% |
| 6M | -23.5% | +5.5% | -28.9% | -28.5% |
| YTD | +106.6% | +12.8% | +93.8% | +69.4% |
| 1Y | +164.3% | +15.4% | +148.8% | +107.7% |
| 3Y | +19.8% | +76.9% | -57.1% | -53.7% |
| 5Y | -61.3% | +60.4% | -121.7% | -80.7% |
| All | -12.3% | +151.1% | -163.5% | -72.0% |
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 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