+70.8%
NVT vs FSLY
+210.9%
-140.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.7% | +4.5% |
| 7D | +4.1% | +12.5% | -8.4% | +3.2% |
| 30D | -5.1% | -18.8% | +13.7% | -4.0% |
| 3M | -1.2% | +22.7% | -23.8% | -2.7% |
| 6M | +46.6% | -3.7% | +50.3% | +45.3% |
| YTD | +60.0% | +127.5% | -67.5% | +56.9% |
| 1Y | +70.8% | +193.5% | -122.7% | +65.4% |
| All | +70.8% | +210.9% | -140.1% | +65.4% |
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