+402.6%
NEM vs FSLY
-4.2%
+406.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.7% |
| 7D | +0.3% | -10.6% | +10.9% | +0.7% |
| 30D | +23.1% | -20.9% | +44.0% | +23.8% |
| 3M | +18.5% | +3.4% | +15.1% | +18.1% |
| 6M | +7.8% | +2.7% | +5.0% | +6.4% |
| YTD | +29.1% | +102.3% | -73.1% | +23.8% |
| 1Y | +72.7% | +182.1% | -109.4% | +62.6% |
| 3Y | +248.7% | -14.6% | +263.3% | +236.6% |
| 5Y | +148.7% | -55.9% | +204.6% | +139.6% |
| All | +402.6% | -4.2% | +406.8% | +332.0% |
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 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