+187.6%
VTI vs FSLY
0.0%
+187.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -4.9% | -0.9% |
| 7D | +0.6% | +3.5% | -2.8% | +0.3% |
| 30D | -1.1% | -6.4% | +5.3% | -1.0% |
| 3M | +3.9% | +10.9% | -7.0% | +2.3% |
| 6M | +14.6% | +6.7% | +7.9% | +10.4% |
| YTD | +13.3% | +111.1% | -97.8% | +0.4% |
| 1Y | +19.2% | +185.8% | -166.6% | +1.3% |
| 3Y | +77.4% | -6.6% | +84.0% | +60.4% |
| 5Y | +74.0% | -52.4% | +126.4% | +55.3% |
| All | +187.6% | 0.0% | +187.7% | +106.6% |
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