+113.8%
NTAP vs FSLY
-67.4%
+181.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.2% |
| 7D | -7.8% | -22.9% | +15.2% | -5.5% |
| 30D | -25.8% | -44.6% | +18.8% | -21.6% |
| 3M | -11.2% | -41.5% | +30.2% | -7.3% |
| 6M | +49.9% | -20.8% | +70.8% | +51.8% |
| YTD | +66.9% | +59.5% | +7.3% | +51.9% |
| 1Y | +58.8% | +36.1% | +22.7% | +47.2% |
| 3Y | +140.8% | -1.0% | +141.8% | +115.6% |
| All | +113.8% | -67.4% | +181.2% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling