-5.3%
FSLY vs VTEB
+11.3%
-16.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +6.2% |
| 7D | +11.2% | -0.7% | +11.9% | +11.9% |
| 30D | -18.2% | -2.1% | -16.1% | -16.5% |
| 3M | +21.9% | -2.7% | +24.6% | +25.1% |
| 6M | +4.0% | -2.1% | +6.1% | +6.3% |
| YTD | +123.1% | -1.1% | +124.2% | +126.3% |
| 1Y | +196.9% | +1.3% | +195.5% | +195.6% |
| 3Y | -1.3% | +9.0% | -10.3% | -7.6% |
| 5Y | -50.2% | +1.5% | -51.7% | -52.7% |
| All | -5.3% | +11.3% | -16.6% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling