+135.1%
VGT vs FSLY
-50.4%
+185.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.0% | +7.5% | -8.6% | -1.9% |
| 30D | -0.4% | -21.1% | +20.6% | +2.1% |
| 3M | +6.6% | +21.8% | -15.2% | +3.1% |
| 6M | +31.0% | -0.1% | +31.2% | +25.4% |
| YTD | +27.2% | +123.1% | -95.8% | +6.0% |
| 1Y | +34.5% | +208.6% | -174.1% | +4.3% |
| 3Y | +123.1% | -1.3% | +124.4% | +93.4% |
| 5Y | +135.1% | -48.4% | +183.5% | +96.6% |
| All | +135.1% | -50.4% | +185.5% | +96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling