+44.5%
ROIV vs FSLY
-15.7%
+60.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.7% | +1.1% |
| 7D | +9.5% | -17.9% | +27.4% | +10.8% |
| 30D | +21.0% | -34.7% | +55.7% | +23.9% |
| 3M | +18.7% | -40.0% | +58.8% | +20.4% |
| 6M | +44.5% | -11.8% | +56.4% | +43.9% |
| All | +44.5% | -15.7% | +60.2% | +43.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling