+337.3%
ROIV vs FSLY
-9.9%
+347.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.1% | +3.1% | +6.0% |
| 7D | +5.3% | -31.4% | +36.8% | +7.5% |
| 30D | +11.9% | -37.3% | +49.2% | +14.5% |
| 3M | +10.7% | -30.1% | +40.8% | +12.0% |
| 6M | +34.9% | -49.8% | +84.7% | +37.8% |
| YTD | +79.2% | +55.7% | +23.5% | +66.8% |
| 1Y | +89.0% | +44.5% | +44.5% | +76.8% |
| 3Y | +337.3% | -4.3% | +341.7% | +290.4% |
| All | +337.3% | -9.9% | +347.2% | +290.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling