+84.4%
NOW vs FSLY
-20.0%
+104.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -1.7% | +11.8% | -13.4% | -3.6% |
| 30D | -27.4% | -36.5% | +9.2% | -22.1% |
| 3M | -19.4% | -39.7% | +20.3% | -14.0% |
| 6M | +13.1% | -9.7% | +22.8% | +11.4% |
| YTD | -34.3% | +68.9% | -103.2% | -47.4% |
| 1Y | -41.8% | +44.5% | -86.2% | -52.1% |
| 3Y | -20.7% | +4.8% | -25.5% | -37.9% |
| 5Y | -27.2% | -66.0% | +38.8% | -37.4% |
| All | +84.4% | -20.0% | +104.4% | +19.2% |
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