+12.9%
VT vs FSLY
+43.8%
-31.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.3% | -5.1% | +1.0% |
| 7D | -0.7% | -17.9% | +17.2% | -0.3% |
| 30D | -1.7% | -34.7% | +32.9% | -0.9% |
| 3M | -2.3% | -40.0% | +37.7% | -1.5% |
| 6M | +1.5% | -11.8% | +13.4% | +1.6% |
| YTD | +12.0% | +69.5% | -57.5% | +13.0% |
| 1Y | +12.9% | +44.0% | -31.1% | +15.1% |
| All | +12.9% | +43.8% | -31.0% | +15.1% |
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