+28.0%
NU vs FSLY
-61.4%
+89.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.3% | +15.1% | +12.3% |
| 7D | +9.9% | +4.9% | +5.0% | +8.9% |
| 30D | -11.5% | -33.5% | +22.1% | -6.3% |
| 3M | -5.1% | -44.6% | +39.5% | +2.4% |
| 6M | +3.1% | -9.2% | +12.4% | -0.5% |
| YTD | -21.0% | +63.3% | -84.3% | -40.9% |
| 1Y | -15.2% | +45.3% | -60.5% | -34.8% |
| 3Y | +56.4% | +3.7% | +52.7% | +12.5% |
| All | +28.0% | -61.4% | +89.4% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling