-32.3%
FSLY vs RVTY
+86.7%
-119.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.2% |
| 7D | -22.9% | -2.7% | -20.2% | -21.0% |
| 30D | -44.6% | +3.2% | -47.8% | -44.9% |
| 3M | -41.5% | +37.2% | -78.7% | -51.5% |
| 6M | -20.8% | +57.7% | -78.5% | -40.5% |
| YTD | +59.5% | +64.8% | -5.3% | +12.0% |
| 1Y | +36.1% | +72.8% | -36.7% | -7.7% |
| 3Y | -1.0% | +89.8% | -90.8% | -39.8% |
| 5Y | -66.9% | -8.4% | -58.5% | -66.1% |
| All | -32.3% | +86.7% | -119.0% | -59.8% |
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