+147.6%
VT vs FSLY
-25.7%
+173.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.5% |
| 7D | +0.4% | -22.4% | +22.8% | +2.1% |
| 30D | -2.6% | -45.5% | +42.9% | +1.4% |
| 3M | -3.2% | -30.4% | +27.2% | -1.8% |
| 6M | +0.9% | -22.1% | +23.0% | +1.1% |
| YTD | +11.3% | +57.0% | -45.7% | +1.0% |
| 1Y | +14.0% | +38.2% | -24.2% | +4.5% |
| 3Y | +75.8% | -2.5% | +78.3% | +57.7% |
| 5Y | +57.8% | -68.8% | +126.7% | +46.0% |
| All | +147.6% | -25.7% | +173.3% | +82.4% |
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