+89.2%
NTRA vs FSLY
+210.9%
-121.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.9% |
| 7D | +0.2% | +12.5% | -12.3% | +0.2% |
| 30D | +4.1% | -18.8% | +22.9% | +4.1% |
| 3M | +50.0% | +22.7% | +27.4% | +50.2% |
| 6M | +67.3% | -3.7% | +71.0% | +67.5% |
| YTD | +43.6% | +127.5% | -83.9% | +42.2% |
| 1Y | +89.2% | +193.5% | -104.3% | +84.2% |
| All | +89.2% | +210.9% | -121.6% | +84.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling