+164.3%
FSLY vs NTR
+36.7%
+127.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.1% | -0.7% |
| 7D | -22.2% | +4.3% | -26.5% | -22.7% |
| 30D | -19.1% | +2.6% | -21.7% | -19.5% |
| 3M | -15.7% | +8.5% | -24.2% | -18.5% |
| 6M | -23.5% | -3.3% | -20.1% | -23.2% |
| YTD | +106.6% | +19.6% | +87.0% | +102.1% |
| 1Y | +164.3% | +37.6% | +126.6% | +97.9% |
| All | +164.3% | +36.7% | +127.6% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling