+286.8%
NRG vs FSLY
+7.7%
+279.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.5% |
| 7D | -4.7% | +12.5% | -17.2% | -5.5% |
| 30D | -6.0% | -18.8% | +12.9% | -4.7% |
| 3M | -8.0% | +22.7% | -30.6% | -10.1% |
| 6M | -23.2% | -3.7% | -19.5% | -24.8% |
| YTD | -28.1% | +127.5% | -155.6% | -35.3% |
| 1Y | -27.3% | +193.5% | -220.8% | -36.5% |
| 3Y | +208.7% | -1.3% | +210.0% | +180.2% |
| 5Y | +197.7% | -47.3% | +245.0% | +166.6% |
| All | +286.8% | +7.7% | +279.0% | +181.6% |
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