-98.5%
NVD vs FSLY
-13.4%
-85.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.3% | +7.2% | +3.3% |
| 7D | +28.6% | +4.9% | +23.8% | +29.8% |
| 30D | +73.6% | -33.5% | +107.1% | +66.2% |
| 3M | +70.1% | -44.6% | +114.7% | +60.8% |
| 6M | +53.6% | -9.2% | +62.8% | +58.9% |
| YTD | -7.0% | +63.3% | -70.3% | +15.8% |
| 1Y | -9.0% | +45.3% | -54.3% | +10.8% |
| 3Y | -98.3% | +3.7% | -102.1% | -97.5% |
| All | -98.5% | -13.4% | -85.1% | -97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling