+456.0%
NUE vs FSLY
0.0%
+456.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.1% |
| 7D | +1.8% | +3.5% | -1.7% | +1.5% |
| 30D | -6.0% | -6.4% | +0.4% | -5.8% |
| 3M | +1.4% | +10.9% | -9.5% | +0.1% |
| 6M | +52.8% | +6.7% | +46.1% | +48.2% |
| YTD | +58.1% | +111.1% | -53.0% | +42.1% |
| 1Y | +80.4% | +185.8% | -105.4% | +55.9% |
| 3Y | +62.3% | -6.6% | +68.8% | +47.8% |
| 5Y | +146.2% | -52.4% | +198.6% | +118.5% |
| All | +456.0% | 0.0% | +456.1% | +281.0% |
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 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