+68.1%
NTAP vs FSLY
+161.0%
-92.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -16.1% | -22.2% | +6.1% | -15.3% |
| 30D | -15.9% | -19.1% | +3.2% | -15.3% |
| 3M | -1.2% | -15.7% | +14.4% | -0.7% |
| 6M | +70.1% | -23.5% | +93.5% | +70.1% |
| YTD | +77.9% | +106.6% | -28.7% | +91.2% |
| 1Y | +68.1% | +164.3% | -96.1% | +80.2% |
| All | +68.1% | +161.0% | -92.9% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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