+642.9%
NVT vs FSLY
0.0%
+643.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +3.8% |
| 7D | +10.4% | +3.5% | +6.9% | +10.0% |
| 30D | -1.3% | -6.4% | +5.1% | -1.0% |
| 3M | -0.6% | +10.9% | -11.5% | -2.3% |
| 6M | +53.8% | +6.7% | +47.1% | +48.7% |
| YTD | +60.2% | +111.1% | -50.9% | +42.0% |
| 1Y | +76.8% | +185.8% | -109.0% | +50.2% |
| 3Y | +191.2% | -6.6% | +197.8% | +162.3% |
| 5Y | +430.9% | -52.4% | +483.3% | +373.0% |
| All | +642.9% | 0.0% | +643.0% | +391.0% |
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