-28.1%
FSLY vs RVTY
+85.7%
-113.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.6% |
| 7D | -17.9% | -0.7% | -17.2% | -16.8% |
| 30D | -34.7% | +1.7% | -36.4% | -34.6% |
| 3M | -40.0% | +36.8% | -76.8% | -50.2% |
| 6M | -11.8% | +60.1% | -71.9% | -34.4% |
| YTD | +69.5% | +64.0% | +5.6% | +19.3% |
| 1Y | +44.0% | +68.2% | -24.3% | -0.6% |
| 3Y | +5.2% | +88.8% | -83.5% | -35.8% |
| 5Y | -65.6% | -10.5% | -55.0% | -64.2% |
| All | -28.1% | +85.7% | -113.7% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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