-3.5%
FSLY vs NTR
+101.0%
-104.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.1% |
| 7D | +12.5% | -1.3% | +13.8% | +12.9% |
| 30D | -18.8% | +16.8% | -35.6% | -22.5% |
| 3M | +22.7% | +20.7% | +1.9% | +15.9% |
| 6M | -3.7% | +0.5% | -4.2% | -3.5% |
| YTD | +127.5% | +29.2% | +98.3% | +111.4% |
| 1Y | +193.5% | +39.6% | +153.9% | +166.3% |
| 3Y | -1.3% | +37.9% | -39.2% | -11.9% |
| 5Y | -47.3% | +47.1% | -94.4% | -56.0% |
| All | -3.5% | +101.0% | -104.4% | -23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling