+170.4%
NXT vs FSLY
+106.1%
+64.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.7% | -9.3% | -4.2% |
| 7D | -0.2% | +11.2% | -11.4% | -1.3% |
| 30D | -20.0% | -18.2% | -1.8% | -18.5% |
| 3M | -30.9% | +21.9% | -52.8% | -32.7% |
| 6M | -23.8% | +4.0% | -27.9% | -26.4% |
| YTD | -5.4% | +123.1% | -128.5% | -17.5% |
| 1Y | +28.0% | +196.9% | -168.8% | +5.3% |
| 3Y | +93.3% | -1.3% | +94.6% | +72.5% |
| All | +170.4% | +106.1% | +64.3% | +124.2% |
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