-12.9%
NVTS vs FSLY
-53.7%
+40.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +0.5% | +7.5% | -7.1% | -2.2% |
| 30D | -18.0% | -21.1% | +3.1% | -11.7% |
| 3M | -45.6% | +21.8% | -67.4% | -50.7% |
| 6M | +28.5% | -0.1% | +28.6% | +15.9% |
| YTD | +56.2% | +123.1% | -66.9% | -7.2% |
| 1Y | +97.7% | +208.6% | -110.9% | -5.2% |
| 3Y | +35.0% | -1.3% | +36.2% | -6.9% |
| All | -12.9% | -53.7% | +40.8% | -43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling