+81.9%
NSC vs FSLY
-26.3%
+108.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -5.9% | -3.0% |
| 7D | -6.6% | -31.4% | +24.8% | -5.1% |
| 30D | +2.2% | -37.3% | +39.5% | +4.0% |
| 3M | -6.2% | -30.1% | +23.9% | -5.4% |
| 6M | +1.7% | -49.8% | +51.5% | +3.5% |
| YTD | +12.2% | +55.7% | -43.5% | +4.7% |
| 1Y | +15.4% | +44.5% | -29.1% | +8.1% |
| 3Y | +73.3% | -4.3% | +77.7% | +60.2% |
| 5Y | +24.7% | -68.2% | +92.8% | +17.5% |
| All | +81.9% | -26.3% | +108.2% | +25.6% |
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 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