+250.5%
NEM vs FSLY
+2.5%
+248.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +0.5% |
| 7D | -6.4% | +4.9% | -11.3% | -6.5% |
| 30D | +1.4% | -33.5% | +34.9% | +2.0% |
| 3M | -0.7% | -44.6% | +43.9% | 0.0% |
| 6M | -4.5% | -9.2% | +4.8% | -4.6% |
| YTD | +14.0% | +63.3% | -49.2% | +12.4% |
| 1Y | +27.3% | +45.3% | -18.0% | +25.9% |
| 3Y | +250.5% | +3.7% | +246.8% | +225.6% |
| All | +250.5% | +2.5% | +248.0% | +225.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling