+182.1%
FSLY vs NTRS
+47.2%
+134.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -10.6% | +0.4% | -11.0% | -10.8% |
| 30D | -20.9% | +1.7% | -22.6% | -21.4% |
| 3M | +3.4% | +8.9% | -5.4% | -1.8% |
| 6M | +2.7% | +30.6% | -27.8% | -11.8% |
| YTD | +102.3% | +38.7% | +63.6% | +59.7% |
| 1Y | +182.1% | +48.1% | +134.0% | +104.4% |
| All | +182.1% | +47.2% | +134.9% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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