+5,837.2%
NVDA vs FSLY
-4.2%
+5,841.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.3% |
| 7D | +5.9% | -10.6% | +16.5% | +8.0% |
| 30D | +5.1% | -20.9% | +26.0% | +8.6% |
| 3M | +5.4% | +3.4% | +1.9% | +3.1% |
| 6M | +26.0% | +2.7% | +23.3% | +15.9% |
| YTD | +23.7% | +102.3% | -78.6% | -6.9% |
| 1Y | +34.4% | +182.1% | -147.7% | -9.3% |
| 3Y | +375.8% | -14.6% | +390.4% | +282.8% |
| 5Y | +911.8% | -55.9% | +967.7% | +719.6% |
| All | +5,837.2% | -4.2% | +5,841.4% | +3,193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling