+72.7%
NEM vs FSLY
+181.7%
-109.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.8% |
| 7D | +0.3% | -10.6% | +10.9% | +0.4% |
| 30D | +23.1% | -20.9% | +44.0% | +23.1% |
| 3M | +18.5% | +3.4% | +15.1% | +18.5% |
| 6M | +7.8% | +2.7% | +5.0% | +8.2% |
| YTD | +29.1% | +102.3% | -73.1% | +32.1% |
| 1Y | +72.7% | +182.1% | -109.4% | +76.8% |
| All | +72.7% | +181.7% | -109.0% | +76.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling