+106.7%
NEE vs FSLY
-20.0%
+126.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -3.4% | +11.8% | -15.1% | -3.9% |
| 30D | +9.0% | -36.5% | +45.6% | +10.9% |
| 3M | +0.2% | -39.7% | +39.9% | +1.7% |
| 6M | -8.5% | -9.7% | +1.2% | -9.4% |
| YTD | +8.6% | +68.9% | -60.3% | +1.1% |
| 1Y | +2.2% | +44.5% | -42.3% | -4.1% |
| 3Y | +69.1% | +4.8% | +64.3% | +56.1% |
| 5Y | +13.0% | -66.0% | +79.1% | +6.6% |
| All | +106.7% | -20.0% | +126.8% | +59.1% |
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