+41.5%
NU vs FSLY
-46.2%
+87.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.6% | -3.0% |
| 7D | -4.9% | +12.5% | -17.4% | -7.0% |
| 30D | +7.8% | -18.8% | +26.6% | +11.4% |
| 3M | +20.9% | +22.7% | -1.7% | +14.4% |
| 6M | +0.9% | -3.7% | +4.6% | -6.1% |
| YTD | -12.7% | +127.5% | -140.2% | -36.8% |
| 1Y | -6.4% | +193.5% | -199.9% | -38.7% |
| 3Y | +98.1% | -1.3% | +99.4% | +57.5% |
| All | +41.5% | -46.2% | +87.8% | +3.0% |
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