+63.4%
NUE vs FSLY
-0.4%
+63.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.7% | +7.5% | -10.2% | -3.1% |
| 30D | -6.1% | -21.1% | +15.0% | -4.9% |
| 3M | +2.2% | +21.8% | -19.5% | +0.8% |
| 6M | +50.8% | -0.1% | +50.9% | +48.3% |
| YTD | +57.5% | +123.1% | -65.5% | +46.3% |
| 1Y | +82.5% | +208.6% | -126.1% | +62.1% |
| All | +63.4% | -0.4% | +63.8% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling