+86.4%
NSC vs FSLY
0.0%
+86.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -0.7% |
| 7D | -1.5% | +3.5% | -5.0% | -1.7% |
| 30D | -1.9% | -6.4% | +4.5% | -1.9% |
| 3M | +6.2% | +10.9% | -4.7% | +5.1% |
| 6M | +9.2% | +6.7% | +2.5% | +6.6% |
| YTD | +15.0% | +111.1% | -96.1% | +6.4% |
| 1Y | +21.1% | +185.8% | -164.7% | +9.0% |
| 3Y | +78.6% | -6.6% | +85.2% | +66.6% |
| 5Y | +45.9% | -52.4% | +98.3% | +35.3% |
| All | +86.4% | 0.0% | +86.5% | +27.6% |
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