-3.5%
FSLY vs NYT
+111.5%
-115.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.7% |
| 7D | +12.5% | -0.6% | +13.1% | +12.9% |
| 30D | -18.8% | +4.6% | -23.4% | -21.6% |
| 3M | +22.7% | -9.6% | +32.3% | +28.1% |
| 6M | -3.7% | -14.0% | +10.3% | +5.7% |
| YTD | +127.5% | -2.8% | +130.3% | +130.8% |
| 1Y | +193.5% | +15.6% | +177.9% | +165.6% |
| 3Y | -1.3% | +56.3% | -57.6% | -29.0% |
| 5Y | -47.3% | +39.5% | -86.8% | -61.1% |
| All | -3.5% | +111.5% | -115.0% | -51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling