+182.1%
FSLY vs NTR
+43.1%
+139.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.0% |
| 7D | -10.6% | +8.1% | -18.7% | -12.9% |
| 30D | -20.9% | +18.8% | -39.7% | -25.4% |
| 3M | +3.4% | +16.2% | -12.8% | -2.0% |
| 6M | +2.7% | +9.8% | -7.0% | +2.4% |
| YTD | +102.3% | +30.9% | +71.4% | +90.0% |
| 1Y | +182.1% | +41.8% | +140.3% | +141.4% |
| All | +182.1% | +43.1% | +139.0% | +141.4% |
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