-5.3%
FSLY vs NYT
+110.5%
-115.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +7.5% | -0.7% | +8.3% | +8.0% |
| 30D | -21.1% | +4.5% | -25.5% | -23.7% |
| 3M | +21.8% | -8.5% | +30.3% | +26.1% |
| 6M | -0.1% | -15.1% | +14.9% | +10.5% |
| YTD | +123.1% | -3.3% | +126.4% | +127.0% |
| 1Y | +208.6% | +17.0% | +191.6% | +177.1% |
| 3Y | -1.3% | +55.7% | -56.9% | -28.8% |
| 5Y | -48.4% | +38.9% | -87.2% | -61.7% |
| All | -5.3% | +110.5% | -115.9% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling