+224.2%
NTAP vs FSLY
+5.6%
+218.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.7% | -8.0% | -2.8% |
| 7D | +2.2% | +11.2% | -9.0% | +1.3% |
| 30D | -7.0% | -18.2% | +11.1% | -5.7% |
| 3M | +12.3% | +21.9% | -9.6% | +10.0% |
| 6M | +85.1% | +4.0% | +81.1% | +79.9% |
| YTD | +74.8% | +123.1% | -48.3% | +56.3% |
| 1Y | +52.7% | +196.9% | -144.2% | +31.4% |
| 3Y | +147.7% | -1.3% | +148.9% | +125.2% |
| 5Y | +124.8% | -50.2% | +175.0% | +100.6% |
| All | +224.2% | +5.6% | +218.6% | +133.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling