+1,101.8%
NBIS vs FSLY
+210.7%
+891.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -2.7% |
| 7D | +17.8% | +11.2% | +6.6% | +15.1% |
| 30D | +30.5% | -18.2% | +48.7% | +35.9% |
| 3M | +9.2% | +21.9% | -12.7% | +3.9% |
| 6M | +153.2% | +4.0% | +149.1% | +131.8% |
| YTD | +187.1% | +123.1% | +64.1% | +101.7% |
| 1Y | +151.1% | +196.9% | -45.8% | +45.9% |
| All | +1,101.8% | +210.7% | +891.1% | +512.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling