+212.0%
NXT vs FSLY
+50.8%
+161.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +1.9% |
| 7D | -9.4% | +4.9% | -14.3% | -9.9% |
| 30D | +15.1% | -33.5% | +48.6% | +19.2% |
| 3M | -9.1% | -44.6% | +35.5% | -4.7% |
| 6M | -30.3% | -9.2% | -21.1% | -30.8% |
| YTD | +9.1% | +63.3% | -54.2% | -2.7% |
| 1Y | +7.9% | +45.3% | -37.4% | -2.3% |
| 3Y | +176.5% | +3.7% | +172.7% | +141.9% |
| All | +212.0% | +50.8% | +161.2% | +164.3% |
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