+402.4%
VGT vs FSLY
+7.7%
+394.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.0% |
| 7D | -0.2% | +12.5% | -12.6% | -1.6% |
| 30D | -0.4% | -18.8% | +18.4% | +1.8% |
| 3M | +4.4% | +22.7% | -18.2% | +0.8% |
| 6M | +32.1% | -3.7% | +35.8% | +27.1% |
| YTD | +28.8% | +127.5% | -98.7% | +7.1% |
| 1Y | +35.3% | +193.5% | -158.2% | +6.7% |
| 3Y | +124.8% | -1.3% | +126.1% | +93.6% |
| 5Y | +137.9% | -47.3% | +185.3% | +102.3% |
| All | +402.4% | +7.7% | +394.7% | +235.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling