+102.2%
NEE vs FSLY
-4.2%
+106.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.6% |
| 7D | +1.9% | -10.6% | +12.6% | +2.5% |
| 30D | -2.2% | -20.9% | +18.7% | -1.3% |
| 3M | -1.2% | +3.4% | -4.6% | -1.8% |
| 6M | -8.6% | +2.7% | -11.3% | -10.5% |
| YTD | +6.2% | +102.3% | -96.1% | -1.2% |
| 1Y | +21.1% | +182.1% | -160.9% | +9.6% |
| 3Y | +36.4% | -14.6% | +51.0% | +29.1% |
| 5Y | +11.4% | -55.9% | +67.3% | +4.2% |
| All | +102.2% | -4.2% | +106.5% | +55.5% |
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