+156.5%
VT vs FSLY
-4.2%
+160.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.2% |
| 7D | +0.4% | -10.6% | +11.1% | +1.3% |
| 30D | +1.0% | -20.9% | +21.9% | +2.3% |
| 3M | +2.4% | +3.4% | -1.0% | +1.4% |
| 6M | +12.0% | +2.7% | +9.3% | +8.6% |
| YTD | +15.3% | +102.3% | -86.9% | +3.7% |
| 1Y | +22.6% | +182.1% | -159.5% | +5.7% |
| 3Y | +74.7% | -14.6% | +89.2% | +60.6% |
| 5Y | +66.1% | -55.9% | +122.0% | +50.7% |
| All | +156.5% | -4.2% | +160.8% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling