+87.3%
NSC vs FSLY
-4.2%
+91.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.6% |
| 7D | -5.5% | -10.6% | +5.1% | -5.0% |
| 30D | -3.2% | -20.9% | +17.7% | -2.4% |
| 3M | +7.7% | +3.4% | +4.3% | +6.9% |
| 6M | +4.5% | +2.7% | +1.8% | +2.2% |
| YTD | +15.6% | +102.3% | -86.7% | +7.2% |
| 1Y | +19.8% | +182.1% | -162.2% | +7.9% |
| 3Y | +70.1% | -14.6% | +84.7% | +59.5% |
| 5Y | +46.1% | -55.9% | +102.0% | +36.1% |
| All | +87.3% | -4.2% | +91.6% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling