-51.2%
NKE vs FSLY
+7.7%
-58.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | -4.2% | +12.5% | -16.6% | -5.1% |
| 30D | -8.2% | -18.8% | +10.6% | -6.9% |
| 3M | -19.1% | +22.7% | -41.8% | -21.1% |
| 6M | -32.6% | -3.7% | -28.9% | -34.8% |
| YTD | -40.7% | +127.5% | -168.2% | -48.6% |
| 1Y | -48.9% | +193.5% | -242.4% | -57.4% |
| 3Y | -59.2% | -1.3% | -57.9% | -63.7% |
| 5Y | -75.3% | -47.3% | -28.0% | -78.7% |
| All | -51.2% | +7.7% | -58.9% | -66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling