+147.8%
VTV vs FSLY
+5.6%
+142.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.6% |
| 7D | -0.7% | +11.2% | -11.8% | -1.2% |
| 30D | -0.5% | -18.2% | +17.7% | +0.3% |
| 3M | +5.3% | +21.9% | -16.6% | +3.8% |
| 6M | +12.9% | +4.0% | +8.8% | +10.6% |
| YTD | +18.5% | +123.1% | -104.6% | +10.1% |
| 1Y | +25.3% | +196.9% | -171.6% | +13.6% |
| 3Y | +68.2% | -1.3% | +69.5% | +57.7% |
| 5Y | +80.6% | -50.2% | +130.9% | +67.9% |
| All | +147.8% | +5.6% | +142.2% | +86.4% |
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