+250.4%
ROIV vs FSLY
-55.9%
+306.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.8% |
| 7D | +0.6% | -10.6% | +11.3% | +1.9% |
| 30D | +1.0% | -20.9% | +21.9% | +2.9% |
| 3M | +18.3% | +3.4% | +14.9% | +16.4% |
| 6M | +18.3% | +2.7% | +15.6% | +12.4% |
| YTD | +61.0% | +102.3% | -41.3% | +34.8% |
| 1Y | +177.9% | +182.1% | -4.2% | +116.9% |
| 3Y | +199.1% | -14.6% | +213.6% | +166.1% |
| All | +250.4% | -55.9% | +306.3% | +164.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling