+48.4%
NU vs FSLY
-50.1%
+98.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.6% | -1.1% |
| 7D | +6.0% | +3.5% | +2.6% | +5.3% |
| 30D | +10.8% | -6.4% | +17.2% | +11.0% |
| 3M | +32.2% | +10.9% | +21.3% | +27.4% |
| 6M | +5.1% | +6.7% | -1.6% | -4.6% |
| YTD | -8.4% | +111.1% | -119.5% | -32.7% |
| 1Y | +0.7% | +185.8% | -185.0% | -34.0% |
| 3Y | +125.1% | -6.6% | +131.7% | +80.2% |
| All | +48.4% | -50.1% | +98.5% | +9.6% |
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