-3.5%
FSLY vs NTRS
+151.8%
-155.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.3% |
| 7D | +12.5% | +1.4% | +11.1% | +11.5% |
| 30D | -18.8% | -0.7% | -18.2% | -18.3% |
| 3M | +22.7% | +11.3% | +11.3% | +14.5% |
| 6M | -3.7% | +35.5% | -39.2% | -20.1% |
| YTD | +127.5% | +40.6% | +86.9% | +83.0% |
| 1Y | +193.5% | +49.2% | +144.3% | +127.8% |
| 3Y | -1.3% | +167.2% | -168.5% | -47.5% |
| 5Y | -47.3% | +94.9% | -142.3% | -65.8% |
| All | -3.5% | +151.8% | -155.3% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling