-40.7%
NCLH vs FSLY
-50.4%
+9.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -6.5% | +7.5% | -14.1% | -8.1% |
| 30D | -22.1% | -21.1% | -1.0% | -18.6% |
| 3M | -18.7% | +21.8% | -40.5% | -23.4% |
| 6M | -28.4% | -0.1% | -28.3% | -34.1% |
| YTD | -34.7% | +123.1% | -157.8% | -53.9% |
| 1Y | -42.7% | +208.6% | -251.3% | -64.4% |
| 3Y | -10.6% | -1.3% | -9.4% | -31.5% |
| 5Y | -40.7% | -48.4% | +7.6% | -59.2% |
| All | -40.7% | -50.4% | +9.7% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling