+10.1%
NEE vs FSLY
-49.3%
+59.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -1.6% |
| 7D | -0.5% | +11.2% | -11.7% | -1.0% |
| 30D | -1.7% | -18.2% | +16.5% | -1.0% |
| 3M | -1.8% | +21.9% | -23.7% | -3.0% |
| 6M | -8.8% | +4.0% | -12.9% | -10.5% |
| YTD | +5.2% | +123.1% | -117.9% | -1.6% |
| 1Y | +21.3% | +196.9% | -175.5% | +10.8% |
| 3Y | +35.2% | -1.3% | +36.5% | +28.4% |
| 5Y | +10.1% | -50.2% | +60.4% | -1.4% |
| All | +10.1% | -49.3% | +59.5% | -1.4% |
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