+100.5%
NXT vs FSLY
-7.5%
+108.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.2% | +0.7% |
| 7D | +2.9% | +3.5% | -0.6% | +2.5% |
| 30D | -17.2% | -6.4% | -10.8% | -17.0% |
| 3M | -32.0% | +10.9% | -42.9% | -33.0% |
| 6M | -15.8% | +6.7% | -22.5% | -18.7% |
| YTD | -1.9% | +111.1% | -113.0% | -13.5% |
| 1Y | +22.5% | +185.8% | -163.3% | +0.9% |
| 3Y | +100.5% | -6.6% | +107.1% | +92.4% |
| All | +100.5% | -7.5% | +108.0% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling