-27.2%
NOW vs FSLY
-66.1%
+38.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -22.0% |
| 3M | -19.4% | -39.7% | +20.3% | -13.9% |
| 6M | +13.1% | -9.7% | +22.8% | +11.3% |
| YTD | -34.3% | +68.9% | -103.2% | -48.1% |
| 1Y | -41.8% | +44.5% | -86.2% | -52.6% |
| 3Y | -20.7% | +4.8% | -25.5% | -39.3% |
| 5Y | -27.2% | -66.0% | +38.8% | -26.9% |
| All | -27.2% | -66.1% | +38.9% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling