+149.2%
VT vs FSLY
-19.7%
+168.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.3% | -5.1% | +0.7% |
| 7D | -0.7% | -17.9% | +17.2% | +0.5% |
| 30D | -1.7% | -34.7% | +32.9% | +1.0% |
| 3M | -2.3% | -40.0% | +37.7% | +0.4% |
| 6M | +1.5% | -11.8% | +13.4% | +0.7% |
| YTD | +12.0% | +69.5% | -57.5% | +1.1% |
| 1Y | +12.9% | +44.0% | -31.1% | +3.2% |
| 3Y | +74.9% | +5.2% | +69.7% | +56.0% |
| 5Y | +59.9% | -65.6% | +125.5% | +46.8% |
| All | +149.2% | -19.7% | +168.9% | +82.5% |
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