+53.1%
NUE vs FSLY
+15.6%
+37.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.1% | +0.2% |
| 7D | -2.3% | +11.2% | -13.5% | -3.0% |
| 30D | -6.1% | -18.2% | +12.1% | -4.9% |
| 3M | +1.7% | +21.9% | -20.2% | +0.5% |
| 6M | +53.1% | +4.0% | +49.0% | +48.5% |
| All | +53.1% | +15.6% | +37.5% | +48.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling