+45.1%
FSLY vs NVDX
+833.4%
-788.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.9% | +8.3% | +5.0% |
| 7D | +3.5% | +7.3% | -3.8% | +2.3% |
| 30D | -6.4% | -0.9% | -5.5% | -6.5% |
| 3M | +10.9% | +8.4% | +2.5% | +8.7% |
| 6M | +6.7% | +38.2% | -31.5% | -0.4% |
| YTD | +111.1% | +19.3% | +91.8% | +99.8% |
| 1Y | +185.8% | +33.3% | +152.5% | +161.7% |
| All | +45.1% | +833.4% | -788.3% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling