-18.6%
NRG vs FSLY
+181.7%
-200.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.5% | +8.9% | +6.5% |
| 7D | +7.1% | -10.6% | +17.7% | +7.7% |
| 30D | -1.4% | -20.9% | +19.5% | -0.5% |
| 3M | -10.5% | +3.4% | -13.9% | -11.1% |
| 6M | -26.7% | +2.7% | -29.5% | -27.5% |
| YTD | -24.5% | +102.3% | -126.8% | -27.7% |
| 1Y | -18.6% | +182.1% | -200.6% | -21.0% |
| All | -18.6% | +181.7% | -200.2% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling