+95.8%
NI vs FSLY
-49.3%
+145.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -0.6% |
| 7D | +1.3% | +11.2% | -9.9% | +1.1% |
| 30D | -0.3% | -18.2% | +17.9% | 0.0% |
| 3M | -9.5% | +21.9% | -31.4% | -9.9% |
| 6M | -10.2% | +4.0% | -14.3% | -10.9% |
| YTD | +1.8% | +123.1% | -121.3% | -0.9% |
| 1Y | +5.7% | +196.9% | -191.2% | +2.0% |
| 3Y | +69.6% | -1.3% | +70.9% | +65.0% |
| 5Y | +95.8% | -50.2% | +146.0% | +80.3% |
| All | +95.8% | -49.3% | +145.1% | +80.3% |
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