+87.2%
NSC vs FSLY
-24.5%
+111.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.6% |
| 7D | -3.4% | -22.9% | +19.5% | -2.3% |
| 30D | +3.6% | -44.6% | +48.2% | +6.2% |
| 3M | -1.4% | -41.5% | +40.1% | +0.4% |
| 6M | +6.0% | -20.8% | +26.8% | +5.8% |
| YTD | +15.5% | +59.5% | -44.0% | +7.6% |
| 1Y | +16.2% | +36.1% | -19.9% | +9.3% |
| 3Y | +76.9% | -1.0% | +77.9% | +63.2% |
| 5Y | +29.3% | -66.9% | +96.3% | +21.6% |
| All | +87.2% | -24.5% | +111.7% | +29.1% |
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