+107.5%
NI vs FSLY
-22.7%
+130.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.6% |
| 7D | +4.3% | +4.9% | -0.6% | +4.2% |
| 30D | +12.4% | -33.5% | +45.9% | +13.2% |
| 3M | +10.2% | -44.6% | +54.8% | +11.2% |
| 6M | -0.8% | -9.2% | +8.4% | -1.3% |
| YTD | +13.2% | +63.3% | -50.0% | +9.4% |
| 1Y | +10.1% | +45.3% | -35.2% | +6.6% |
| 3Y | +103.1% | +3.7% | +99.4% | +95.0% |
| 5Y | +115.5% | -67.2% | +182.7% | +109.7% |
| All | +107.5% | -22.7% | +130.2% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling