+103.1%
NI vs FSLY
+2.5%
+100.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.5% |
| 7D | +4.3% | +4.9% | -0.6% | +4.3% |
| 30D | +12.4% | -33.5% | +45.9% | +12.6% |
| 3M | +10.2% | -44.6% | +54.8% | +10.5% |
| 6M | -0.8% | -9.2% | +8.4% | -1.1% |
| YTD | +13.2% | +63.3% | -50.0% | +11.0% |
| 1Y | +10.1% | +45.3% | -35.2% | +8.0% |
| 3Y | +103.1% | +3.7% | +99.4% | +89.6% |
| All | +103.1% | +2.5% | +100.6% | +89.6% |
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