+13.3%
VT vs FSLY
+41.1%
-27.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.2% |
| 7D | +2.4% | +4.9% | -2.5% | +2.2% |
| 30D | -1.5% | -33.5% | +32.0% | -0.7% |
| 3M | -4.1% | -44.6% | +40.5% | -3.2% |
| 6M | +0.6% | -9.2% | +9.8% | +0.7% |
| YTD | +11.0% | +63.3% | -52.2% | +12.2% |
| 1Y | +13.3% | +45.3% | -31.9% | +15.3% |
| All | +13.3% | +41.1% | -27.7% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling