+5,534.2%
NVDA vs FSLY
+5.6%
+5,528.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -4.3% | +7.5% | -11.8% | -5.7% |
| 30D | +0.5% | -21.1% | +21.6% | +4.6% |
| 3M | +9.1% | +21.8% | -12.7% | +3.5% |
| 6M | +18.5% | -0.1% | +18.6% | +9.7% |
| YTD | +17.4% | +123.1% | -105.7% | -13.3% |
| 1Y | +23.4% | +208.6% | -185.1% | -18.1% |
| 3Y | +380.6% | -1.3% | +381.8% | +274.4% |
| 5Y | +875.7% | -48.4% | +924.1% | +666.1% |
| All | +5,534.2% | +5.6% | +5,528.6% | +2,965.8% |
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 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