+91.3%
NOC vs FSLY
+5.6%
+85.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.8% | +7.5% | -9.3% | -1.9% |
| 30D | -9.4% | -21.1% | +11.6% | -9.2% |
| 3M | -3.8% | +21.8% | -25.6% | -4.3% |
| 6M | -28.8% | -0.1% | -28.6% | -29.1% |
| YTD | -7.9% | +123.1% | -131.0% | -9.9% |
| 1Y | -9.0% | +208.6% | -217.6% | -11.6% |
| 3Y | +29.1% | -1.3% | +30.3% | +26.5% |
| 5Y | +58.9% | -48.4% | +107.3% | +56.9% |
| All | +91.3% | +5.6% | +85.7% | +53.8% |
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