-48.4%
FSLY vs RVMD
+560.0%
-608.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | +7.5% | -3.6% | +11.1% | +8.8% |
| 30D | -21.1% | -1.1% | -20.0% | -21.0% |
| 3M | +21.8% | +41.0% | -19.3% | +8.6% |
| 6M | -0.1% | +105.7% | -105.8% | -23.5% |
| YTD | +123.1% | +155.3% | -32.2% | +52.1% |
| 1Y | +208.6% | +402.7% | -194.2% | +62.1% |
| 3Y | -1.3% | +533.1% | -534.4% | -56.9% |
| 5Y | -48.4% | +583.5% | -631.9% | -82.1% |
| All | -48.4% | +560.0% | -608.4% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling