+106.3%
NEE vs FSLY
-22.7%
+129.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | 0.0% |
| 7D | -2.1% | +4.9% | -7.0% | -2.3% |
| 30D | +8.6% | -33.5% | +42.1% | +10.2% |
| 3M | -0.3% | -44.6% | +44.3% | +1.7% |
| 6M | -8.9% | -9.2% | +0.3% | -9.8% |
| YTD | +8.3% | +63.3% | -54.9% | +1.0% |
| 1Y | +4.3% | +45.3% | -41.0% | -2.2% |
| 3Y | +70.7% | +3.7% | +67.0% | +57.6% |
| 5Y | +12.8% | -67.2% | +80.0% | +6.6% |
| All | +106.3% | -22.7% | +129.0% | +59.0% |
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