+193.5%
FSLY vs NVDX
+9.6%
+183.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | +12.5% | -10.2% | +22.7% | +13.7% |
| 30D | -18.8% | -7.3% | -11.5% | -18.4% |
| 3M | +22.7% | +5.5% | +17.1% | +21.3% |
| 6M | -3.7% | +18.3% | -22.0% | -6.5% |
| YTD | +127.5% | +11.4% | +116.1% | +117.9% |
| 1Y | +193.5% | +12.7% | +180.9% | +166.6% |
| All | +193.5% | +9.6% | +183.9% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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