-16.3%
NOW vs FSLY
-9.9%
-6.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.4% | -0.7% |
| 7D | -3.0% | -31.4% | +28.4% | +0.6% |
| 30D | -26.0% | -37.3% | +11.3% | -22.7% |
| 3M | -13.1% | -30.1% | +17.0% | -10.8% |
| 6M | +14.5% | -49.8% | +64.3% | +19.1% |
| YTD | -33.4% | +55.7% | -89.1% | -40.4% |
| 1Y | -40.6% | +44.5% | -85.1% | -46.5% |
| 3Y | -16.3% | -4.3% | -12.0% | -28.5% |
| All | -16.3% | -9.9% | -6.4% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling