+225.7%
NTAP vs FSLY
-4.2%
+229.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | -0.8% | -10.6% | +9.9% | +0.1% |
| 30D | -0.5% | -20.9% | +20.4% | +1.0% |
| 3M | +4.1% | +3.4% | +0.7% | +3.4% |
| 6M | +88.0% | +2.7% | +85.2% | +82.9% |
| YTD | +75.6% | +102.3% | -26.7% | +58.3% |
| 1Y | +58.9% | +182.1% | -123.1% | +37.3% |
| 3Y | +153.6% | -14.6% | +168.1% | +133.5% |
| 5Y | +127.6% | -55.9% | +183.5% | +105.2% |
| All | +225.7% | -4.2% | +229.9% | +136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling