+87.3%
NOW vs FSLY
-22.7%
+110.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.2% |
| 7D | +0.3% | +4.9% | -4.6% | -0.6% |
| 30D | -27.0% | -33.5% | +6.6% | -22.2% |
| 3M | -19.6% | -44.6% | +25.0% | -13.0% |
| 6M | +17.5% | -9.2% | +26.7% | +15.6% |
| YTD | -33.3% | +63.3% | -96.5% | -46.2% |
| 1Y | -39.8% | +45.3% | -85.1% | -50.6% |
| 3Y | -19.9% | +3.7% | -23.7% | -37.3% |
| 5Y | -26.1% | -67.2% | +41.1% | -36.1% |
| All | +87.3% | -22.7% | +110.0% | +21.8% |
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