-47.3%
FSLY vs NTR
+45.7%
-93.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.8% |
| 6M | -3.7% | +0.5% | -4.2% | -3.6% |
| YTD | +127.5% | +29.2% | +98.3% | +111.5% |
| 1Y | +193.5% | +39.6% | +153.9% | +166.2% |
| 3Y | -1.3% | +37.9% | -39.2% | -12.6% |
| All | -47.3% | +45.7% | -93.0% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling