+397.5%
NEM vs FSLY
+7.7%
+389.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.5% |
| 7D | -1.0% | +12.5% | -13.5% | -1.4% |
| 30D | +7.8% | -18.8% | +26.7% | +8.4% |
| 3M | +30.2% | +22.7% | +7.5% | +29.0% |
| 6M | +9.6% | -3.7% | +13.3% | +8.5% |
| YTD | +27.8% | +127.5% | -99.7% | +22.0% |
| 1Y | +60.7% | +193.5% | -132.8% | +51.3% |
| 3Y | +245.3% | -1.3% | +246.6% | +231.6% |
| 5Y | +155.3% | -47.3% | +202.7% | +144.2% |
| All | +397.5% | +7.7% | +389.8% | +326.0% |
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