+209.5%
NTAP vs FSLY
-24.5%
+234.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.2% |
| 7D | -7.8% | -22.9% | +15.2% | -5.7% |
| 30D | -25.8% | -44.6% | +18.8% | -22.0% |
| 3M | -11.2% | -41.5% | +30.2% | -7.7% |
| 6M | +49.9% | -20.8% | +70.8% | +51.5% |
| YTD | +66.9% | +59.5% | +7.3% | +53.0% |
| 1Y | +58.8% | +36.1% | +22.7% | +47.7% |
| 3Y | +140.8% | -1.0% | +141.8% | +118.4% |
| 5Y | +115.0% | -66.9% | +181.9% | +98.1% |
| All | +209.5% | -24.5% | +234.0% | +128.3% |
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