-99.2%
NVD vs FSLY
-0.4%
-98.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +2.7% |
| 7D | +0.5% | +11.2% | -10.6% | +2.2% |
| 30D | -9.3% | -18.2% | +8.9% | -11.3% |
| 3M | -22.1% | +21.9% | -44.0% | -18.4% |
| 6M | -45.8% | +4.0% | -49.8% | -41.8% |
| YTD | -46.7% | +123.1% | -169.8% | -32.2% |
| 1Y | -59.5% | +196.9% | -256.3% | -43.2% |
| All | -99.2% | -0.4% | -98.8% | -98.8% |
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