+4.0%
FSLY vs NVDX
+37.4%
-33.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +6.0% |
| 7D | +11.2% | -0.9% | +12.1% | +11.2% |
| 30D | -18.2% | +3.0% | -21.1% | -18.6% |
| 3M | +21.9% | +6.8% | +15.1% | +18.9% |
| 6M | +4.0% | +28.6% | -24.6% | -0.5% |
| All | +4.0% | +37.4% | -33.3% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling