+75.0%
VTI vs FSLY
-47.3%
+122.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.7% |
| 7D | -0.9% | +12.5% | -13.4% | -1.9% |
| 30D | -1.4% | -18.8% | +17.4% | 0.0% |
| 3M | +3.6% | +22.7% | -19.1% | +1.1% |
| 6M | +13.6% | -3.7% | +17.3% | +10.5% |
| YTD | +12.9% | +127.5% | -114.6% | -0.9% |
| 1Y | +17.2% | +193.5% | -176.3% | -1.3% |
| 3Y | +75.7% | -1.3% | +77.0% | +58.7% |
| All | +75.0% | -47.3% | +122.4% | +51.8% |
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