+3.4%
NI vs FSLY
+210.9%
-207.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | 0.0% |
| 7D | 0.0% | +12.5% | -12.4% | 0.0% |
| 30D | -1.4% | -18.8% | +17.4% | -1.3% |
| 3M | -10.6% | +22.7% | -33.2% | -10.8% |
| 6M | -9.3% | -3.7% | -5.6% | -9.4% |
| YTD | +1.1% | +127.5% | -126.4% | -0.8% |
| 1Y | +3.4% | +193.5% | -190.2% | +0.9% |
| All | +3.4% | +210.9% | -207.5% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling