+1,343.3%
NTRA vs FSLY
+7.7%
+1,335.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.4% |
| 7D | +0.2% | +12.5% | -12.3% | -2.3% |
| 30D | +4.1% | -18.8% | +22.9% | +8.0% |
| 3M | +50.0% | +22.7% | +27.4% | +40.5% |
| 6M | +67.3% | -3.7% | +71.0% | +53.3% |
| YTD | +43.6% | +127.5% | -83.9% | -1.3% |
| 1Y | +89.2% | +193.5% | -104.3% | +17.2% |
| 3Y | +502.5% | -1.3% | +503.9% | +343.5% |
| 5Y | +173.8% | -47.3% | +221.1% | +109.7% |
| All | +1,343.3% | +7.7% | +1,335.6% | +532.4% |
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 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