-5.3%
FSLY vs RVTY
+41.9%
-47.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.4% |
| 7D | +7.5% | -7.4% | +14.9% | +12.2% |
| 30D | -21.1% | +4.5% | -25.6% | -23.6% |
| 3M | +21.8% | +19.5% | +2.3% | +7.7% |
| 6M | -0.1% | +34.1% | -34.3% | -18.8% |
| YTD | +123.1% | +25.3% | +97.8% | +83.1% |
| 1Y | +208.6% | +47.0% | +161.6% | +123.8% |
| 3Y | -1.3% | +14.1% | -15.4% | -17.8% |
| 5Y | -48.4% | -34.6% | -13.8% | -35.9% |
| All | -5.3% | +41.9% | -47.2% | -34.3% |
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