+85.4%
NI vs FSLY
+7.7%
+77.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.1% |
| 7D | 0.0% | +12.5% | -12.4% | -0.2% |
| 30D | -1.4% | -18.8% | +17.4% | -1.0% |
| 3M | -10.6% | +22.7% | -33.2% | -11.2% |
| 6M | -9.3% | -3.7% | -5.6% | -10.1% |
| YTD | +1.1% | +127.5% | -126.4% | -2.7% |
| 1Y | +3.4% | +193.5% | -190.2% | -1.6% |
| 3Y | +67.9% | -1.3% | +69.2% | +62.3% |
| 5Y | +98.0% | -47.3% | +145.3% | +90.5% |
| All | +85.4% | +7.7% | +77.6% | +35.6% |
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 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