+182.1%
FSLY vs NYT
+15.2%
+166.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.8% |
| 7D | -10.6% | -1.3% | -9.3% | -9.8% |
| 30D | -20.9% | +2.7% | -23.6% | -22.7% |
| 3M | +3.4% | -10.3% | +13.7% | +7.5% |
| 6M | +2.7% | -16.6% | +19.3% | +27.5% |
| YTD | +102.3% | -2.3% | +104.5% | +96.0% |
| 1Y | +182.1% | +15.0% | +167.0% | +85.3% |
| All | +182.1% | +15.2% | +166.8% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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