-73.0%
NCLH vs FSLY
0.0%
-72.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.5% | -1.9% |
| 7D | -0.3% | +3.5% | -3.7% | -0.9% |
| 30D | -20.1% | -6.4% | -13.6% | -19.9% |
| 3M | -17.0% | +10.9% | -27.9% | -19.7% |
| 6M | -23.2% | +6.7% | -29.9% | -29.0% |
| YTD | -31.0% | +111.1% | -142.1% | -47.1% |
| 1Y | -37.3% | +185.8% | -223.0% | -55.9% |
| 3Y | -5.6% | -6.6% | +1.0% | -23.6% |
| 5Y | -37.0% | -52.4% | +15.4% | -50.8% |
| All | -73.0% | 0.0% | -72.9% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling