+53.4%
VT vs FSLY
-68.3%
+121.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.8% | 0.0% |
| 7D | -2.3% | -31.4% | +29.1% | +0.1% |
| 30D | -5.0% | -37.3% | +32.3% | -2.2% |
| 3M | -4.9% | -30.1% | +25.2% | -3.6% |
| 6M | -1.5% | -49.8% | +48.3% | +1.1% |
| YTD | +8.5% | +55.7% | -47.2% | -1.5% |
| 1Y | +11.4% | +44.5% | -33.1% | +1.7% |
| 3Y | +70.1% | -4.3% | +74.4% | +52.2% |
| All | +53.4% | -68.3% | +121.7% | +42.4% |
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 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