+145.8%
NOW vs FSLY
0.0%
+145.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.4% | -9.4% | -5.7% |
| 7D | -6.1% | +3.5% | -9.5% | -6.6% |
| 30D | +7.5% | -6.4% | +13.9% | +7.6% |
| 3M | +17.5% | +10.9% | +6.6% | +13.9% |
| 6M | +7.9% | +6.7% | +1.2% | -0.2% |
| YTD | -12.4% | +111.1% | -123.5% | -31.4% |
| 1Y | -28.6% | +185.8% | -214.3% | -48.7% |
| 3Y | +11.8% | -6.6% | +18.4% | -8.5% |
| 5Y | +2.6% | -52.4% | +55.0% | -15.7% |
| All | +145.8% | 0.0% | +145.9% | +55.3% |
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