-30.1%
NVTS vs FSLY
-66.1%
+36.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.3% | -3.1% | -5.2% |
| 7D | +3.9% | +4.9% | -0.9% | +2.4% |
| 30D | -4.3% | -33.5% | +29.2% | +10.0% |
| 3M | -34.5% | -44.6% | +10.2% | -21.8% |
| 6M | -57.7% | -9.2% | -48.5% | -58.5% |
| YTD | +25.4% | +63.3% | -37.9% | -18.7% |
| 1Y | +13.1% | +45.3% | -32.1% | -23.4% |
| 3Y | +48.9% | +3.7% | +45.2% | -5.0% |
| 5Y | -51.8% | -67.2% | +15.4% | -65.4% |
| All | -30.1% | -66.1% | +36.0% | -50.1% |
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 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