-28.3%
FSLY price history and return analytics
+147.9%
-176.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.7% |
| 7D | +11.8% | +2.9% | +8.9% | +6.2% |
| 30D | -36.5% | -2.5% | -34.0% | -31.9% |
| 3M | -39.7% | -3.3% | -36.4% | -34.1% |
| 6M | -9.7% | +1.5% | -11.2% | -9.0% |
| YTD | +68.9% | +11.4% | +57.5% | +44.6% |
| 1Y | +44.5% | +11.9% | +32.5% | +22.8% |
| 3Y | +4.8% | +73.9% | -69.1% | -57.4% |
| 5Y | -66.0% | +57.9% | -123.9% | -82.3% |
| All | -28.3% | +147.9% | -176.2% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling