-99.1%
NVD vs FSLY
+20.6%
-119.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.6% |
| 7D | +10.8% | +12.5% | -1.6% | +12.8% |
| 30D | +0.8% | -18.8% | +19.6% | -1.6% |
| 3M | -20.8% | +22.7% | -43.5% | -17.0% |
| 6M | -41.2% | -3.7% | -37.4% | -37.7% |
| YTD | -44.2% | +127.5% | -171.7% | -28.8% |
| 1Y | -54.2% | +193.5% | -247.7% | -36.2% |
| 3Y | -99.1% | -1.3% | -97.8% | -98.8% |
| All | -99.1% | +20.6% | -119.8% | -98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling