+103.8%
VGT vs FSLY
+2.5%
+101.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.4% |
| 7D | +2.5% | +4.9% | -2.4% | +2.0% |
| 30D | -9.5% | -33.5% | +24.0% | -6.7% |
| 3M | -9.5% | -44.6% | +35.1% | -6.0% |
| 6M | -1.8% | -9.2% | +7.5% | -2.1% |
| YTD | +18.4% | +63.3% | -44.9% | +8.9% |
| 1Y | +18.7% | +45.3% | -26.5% | +10.5% |
| 3Y | +103.8% | +3.7% | +100.1% | +76.7% |
| All | +103.8% | +2.5% | +101.3% | +76.7% |
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