+420.3%
NVT vs FSLY
-47.3%
+467.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.7% | +4.4% |
| 7D | +4.1% | +12.5% | -8.4% | +2.7% |
| 30D | -5.1% | -18.8% | +13.7% | -3.2% |
| 3M | -1.2% | +22.7% | -23.8% | -4.1% |
| 6M | +46.6% | -3.7% | +50.3% | +42.7% |
| YTD | +60.0% | +127.5% | -67.5% | +38.8% |
| 1Y | +70.8% | +193.5% | -122.7% | +41.7% |
| 3Y | +187.5% | -1.3% | +188.9% | +153.5% |
| All | +420.3% | -47.3% | +467.7% | +340.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling