+1,022.8%
NBIS vs FSLY
+216.8%
+805.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.5% | -2.0% |
| 7D | -0.8% | +12.5% | -13.3% | -3.3% |
| 30D | -13.4% | -18.8% | +5.5% | -9.7% |
| 3M | +1.0% | +22.7% | -21.6% | -4.0% |
| 6M | +100.5% | -3.7% | +104.2% | +87.1% |
| YTD | +168.3% | +127.5% | +40.8% | +87.7% |
| 1Y | +151.8% | +193.5% | -41.8% | +48.9% |
| All | +1,022.8% | +216.8% | +805.9% | +470.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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