-7.8%
NVTS vs FSLY
-58.0%
+50.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.8% | +7.2% |
| 7D | +2.7% | -10.6% | +13.3% | +6.6% |
| 30D | -4.5% | -20.9% | +16.4% | +1.3% |
| 3M | -61.5% | +3.4% | -64.9% | -62.9% |
| 6M | +28.0% | +2.7% | +25.2% | +14.2% |
| YTD | +65.3% | +102.3% | -37.0% | +1.8% |
| 1Y | +113.0% | +182.1% | -69.1% | +5.4% |
| 3Y | +34.7% | -14.6% | +49.3% | -1.6% |
| All | -7.8% | -58.0% | +50.2% | -37.5% |
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