-26.0%
FSLY vs RVMD
+510.7%
-536.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.5% |
| 7D | +4.9% | -10.4% | +15.3% | +8.5% |
| 30D | -33.5% | -11.0% | -22.5% | -30.5% |
| 3M | -44.6% | -14.7% | -29.9% | -41.7% |
| 6M | -9.2% | +14.9% | -24.1% | -13.9% |
| YTD | +63.3% | +116.3% | -53.0% | +16.2% |
| 1Y | +45.3% | +167.6% | -122.3% | -4.8% |
| 3Y | +3.7% | +776.8% | -773.0% | -58.3% |
| 5Y | -67.2% | +424.8% | -492.0% | -86.6% |
| All | -26.0% | +510.7% | -536.7% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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