+156.1%
NOK vs FSLY
+7.7%
+148.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.6% |
| 7D | +11.0% | +12.5% | -1.5% | +9.6% |
| 30D | +7.8% | -18.8% | +26.7% | +10.0% |
| 3M | -21.0% | +22.7% | -43.7% | -23.2% |
| 6M | +40.9% | -3.7% | +44.6% | +37.7% |
| YTD | +72.0% | +127.5% | -55.5% | +50.6% |
| 1Y | +140.9% | +193.5% | -52.6% | +102.4% |
| 3Y | +194.3% | -1.3% | +195.6% | +165.7% |
| 5Y | +112.5% | -47.3% | +159.9% | +89.8% |
| All | +156.1% | +7.7% | +148.4% | +84.0% |
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 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