+85.3%
NI vs FSLY
-4.2%
+89.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.6% |
| 7D | +2.0% | -10.6% | +12.7% | +2.3% |
| 30D | -3.5% | -20.9% | +17.4% | -3.1% |
| 3M | -9.1% | +3.4% | -12.5% | -9.4% |
| 6M | -11.8% | +2.7% | -14.6% | -12.8% |
| YTD | +1.1% | +102.3% | -101.2% | -2.5% |
| 1Y | +6.7% | +182.1% | -175.4% | +1.6% |
| 3Y | +71.1% | -14.6% | +85.6% | +66.0% |
| 5Y | +94.3% | -55.9% | +150.2% | +87.9% |
| All | +85.3% | -4.2% | +89.5% | +36.0% |
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