+2,490.2%
NVDL vs FSLY
+126.0%
+2,364.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.5% |
| 7D | -10.3% | +12.5% | -22.8% | -12.2% |
| 30D | -7.1% | -18.8% | +11.7% | -4.0% |
| 3M | +6.6% | +22.7% | -16.1% | +1.8% |
| 6M | +21.1% | -3.7% | +24.8% | +13.7% |
| YTD | +15.2% | +127.5% | -112.3% | -14.0% |
| 1Y | +18.8% | +193.5% | -174.7% | -20.0% |
| 3Y | +649.9% | -1.3% | +651.2% | +496.1% |
| All | +2,490.2% | +126.0% | +2,364.2% | +1,193.9% |
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 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