+140.7%
VT vs FSLY
-28.5%
+169.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -26.9% | +22.8% | -2.0% |
| 7D | -4.2% | -40.0% | +35.8% | -0.7% |
| 30D | -5.8% | -39.7% | +33.9% | -2.7% |
| 3M | -5.2% | -40.9% | +35.7% | -2.7% |
| 6M | +0.1% | -52.5% | +52.6% | +3.4% |
| YTD | +8.2% | +51.1% | -42.8% | -1.5% |
| 1Y | +10.1% | +90.6% | -80.5% | -2.7% |
| 3Y | +69.7% | -12.4% | +82.1% | +53.6% |
| 5Y | +53.4% | -69.1% | +122.5% | +42.0% |
| All | +140.7% | -28.5% | +169.2% | +77.9% |
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