+112.5%
NET vs FSLY
-55.9%
+168.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.0% |
| 7D | -7.0% | -10.6% | +3.7% | -2.8% |
| 30D | -4.8% | -20.9% | +16.1% | +2.7% |
| 3M | +3.8% | +3.4% | +0.4% | +0.5% |
| 6M | +50.0% | +2.7% | +47.3% | +31.7% |
| YTD | +41.5% | +102.3% | -60.8% | -17.3% |
| 1Y | +32.8% | +182.1% | -149.2% | -38.2% |
| 3Y | +335.9% | -14.6% | +350.4% | +209.8% |
| All | +112.5% | -55.9% | +168.4% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling