+153.5%
NTAP vs FSLY
-7.5%
+161.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +1.6% |
| 7D | +3.3% | +3.5% | -0.2% | +3.0% |
| 30D | -0.2% | -6.4% | +6.2% | +0.1% |
| 3M | +11.4% | +10.9% | +0.5% | +10.3% |
| 6M | +88.7% | +6.7% | +82.0% | +84.3% |
| YTD | +78.9% | +111.1% | -32.2% | +66.0% |
| 1Y | +58.8% | +185.8% | -127.0% | +40.5% |
| 3Y | +153.5% | -6.6% | +160.1% | +125.3% |
| All | +153.5% | -7.5% | +161.0% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling