+94.6%
ROIV vs FSLY
+38.2%
+56.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | +14.3% | -22.9% | +37.2% | +15.4% |
| 30D | +16.2% | -44.6% | +60.8% | +18.6% |
| 3M | +15.1% | -41.5% | +56.6% | +16.9% |
| 6M | +44.2% | -20.8% | +65.0% | +44.6% |
| YTD | +89.8% | +59.5% | +30.3% | +78.7% |
| 1Y | +94.6% | +36.1% | +58.4% | +85.7% |
| All | +94.6% | +38.2% | +56.4% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 1y: compounded portfolio wealth divided by compounded FSLY 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…
1y analysis · Full analysis span regression · 6 months rolling