-12.6%
NVDA vs FSLY
+41.1%
-53.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.8% |
| 7D | -12.7% | +4.9% | -17.6% | -13.0% |
| 30D | -26.4% | -33.5% | +7.1% | -25.2% |
| 3M | -27.6% | -44.6% | +17.0% | -26.3% |
| 6M | -27.7% | -9.2% | -18.5% | -27.2% |
| YTD | -12.5% | +63.3% | -75.7% | -13.6% |
| 1Y | -12.6% | +45.3% | -57.9% | -12.7% |
| All | -12.6% | +41.1% | -53.7% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling