-10.4%
FSLY vs NTR
+106.7%
-117.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.8% | +3.9% |
| 7D | +3.5% | +3.8% | -0.4% | +2.4% |
| 30D | -6.4% | +25.2% | -31.6% | -12.3% |
| 3M | +10.9% | +21.0% | -10.1% | +4.7% |
| 6M | +6.7% | +7.6% | -0.9% | +5.0% |
| YTD | +111.1% | +32.9% | +78.2% | +94.6% |
| 1Y | +185.8% | +43.1% | +142.7% | +157.4% |
| 3Y | -6.6% | +41.6% | -48.2% | -17.2% |
| 5Y | -52.4% | +54.8% | -107.2% | -60.8% |
| All | -10.4% | +106.7% | -117.1% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling