+177.4%
NXT vs FSLY
+86.8%
+90.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.4% |
| 7D | -1.1% | -10.6% | +9.5% | 0.0% |
| 30D | -15.3% | -20.9% | +5.6% | -13.7% |
| 3M | -43.8% | +3.4% | -47.2% | -44.3% |
| 6M | -18.7% | +2.7% | -21.4% | -21.2% |
| YTD | -3.0% | +102.3% | -105.3% | -14.5% |
| 1Y | +22.7% | +182.1% | -159.3% | +1.2% |
| 3Y | +95.9% | -14.6% | +110.5% | +77.5% |
| All | +177.4% | +86.8% | +90.6% | +132.3% |
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