+3.6%
NVT vs FSLY
+161.0%
-157.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.2% | -12.6% | -12.7% |
| 7D | -19.5% | -22.2% | +2.7% | -18.1% |
| 30D | -32.4% | -19.1% | -13.3% | -31.5% |
| 3M | -30.3% | -15.7% | -14.7% | -29.8% |
| 6M | -30.4% | -23.5% | -7.0% | -30.2% |
| YTD | +11.3% | +106.6% | -95.3% | +11.8% |
| 1Y | +3.6% | +164.3% | -160.7% | +3.7% |
| All | +3.6% | +161.0% | -157.4% | +3.7% |
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