+80.5%
VTV vs FSLY
-50.4%
+131.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | +7.5% | -9.6% | -2.4% |
| 30D | -1.3% | -21.1% | +19.8% | -0.4% |
| 3M | +5.6% | +21.8% | -16.1% | +4.2% |
| 6M | +12.4% | -0.1% | +12.5% | +10.4% |
| YTD | +17.6% | +123.1% | -105.4% | +9.4% |
| 1Y | +23.5% | +208.6% | -185.1% | +11.6% |
| 3Y | +67.0% | -1.3% | +68.3% | +56.8% |
| 5Y | +80.5% | -48.4% | +128.9% | +63.2% |
| All | +80.5% | -50.4% | +131.0% | +63.2% |
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 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