+19.3%
VCIT vs FSLY
-1.2%
+20.5%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | +0.1% | -22.9% | +23.0% | +0.2% |
| 30D | +1.1% | -44.6% | +45.7% | +1.4% |
| 3M | -1.4% | -41.5% | +40.1% | -1.1% |
| 6M | -2.3% | -20.8% | +18.5% | -2.4% |
| YTD | -1.8% | +59.5% | -61.3% | -2.6% |
| 1Y | -1.0% | +36.1% | -37.1% | -1.7% |
| 3Y | +19.3% | -1.0% | +20.2% | +17.2% |
| All | +19.3% | -1.2% | +20.5% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 3y: compounded portfolio wealth divided by compounded FSLY 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…
3y analysis · Full analysis span regression · 6 months rolling