+343.9%
NEM vs FSLY
-22.7%
+366.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +0.5% |
| 7D | -6.4% | +4.9% | -11.3% | -6.6% |
| 30D | +1.4% | -33.5% | +34.9% | +2.5% |
| 3M | -0.7% | -44.6% | +43.9% | +0.7% |
| 6M | -4.5% | -9.2% | +4.8% | -4.9% |
| YTD | +14.0% | +63.3% | -49.2% | +9.6% |
| 1Y | +27.3% | +45.3% | -18.0% | +22.8% |
| 3Y | +250.5% | +3.7% | +246.8% | +233.9% |
| 5Y | +121.1% | -67.2% | +188.2% | +114.8% |
| All | +343.9% | -22.7% | +366.6% | +282.5% |
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 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