+56.7%
NOC vs FSLY
-49.3%
+106.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -0.6% |
| 7D | -1.6% | +11.2% | -12.7% | -1.6% |
| 30D | -10.4% | -18.2% | +7.8% | -10.3% |
| 3M | -5.6% | +21.9% | -27.5% | -5.8% |
| 6M | -30.4% | +4.0% | -34.4% | -30.5% |
| YTD | -8.5% | +123.1% | -131.6% | -9.2% |
| 1Y | -8.3% | +196.9% | -205.2% | -9.2% |
| 3Y | +28.2% | -1.3% | +29.5% | +26.3% |
| 5Y | +56.7% | -50.2% | +106.9% | +51.6% |
| All | +56.7% | -49.3% | +106.1% | +51.6% |
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