-47.3%
FSLY vs VTEB
+1.2%
-48.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.1% |
| 7D | +12.5% | -0.9% | +13.4% | +14.9% |
| 30D | -18.8% | -2.5% | -16.3% | -13.6% |
| 3M | +22.7% | -3.0% | +25.6% | +32.2% |
| 6M | -3.7% | -2.1% | -1.6% | +1.9% |
| YTD | +127.5% | -1.5% | +129.0% | +137.9% |
| 1Y | +193.5% | +0.2% | +193.4% | +197.1% |
| 3Y | -1.3% | +8.6% | -9.9% | -21.8% |
| All | -47.3% | +1.2% | -48.5% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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