+173.5%
NTRA vs FSLY
-47.3%
+220.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.5% |
| 7D | +0.2% | +12.5% | -12.3% | -1.9% |
| 30D | +4.1% | -18.8% | +22.9% | +7.4% |
| 3M | +50.0% | +22.7% | +27.4% | +42.1% |
| 6M | +67.3% | -3.7% | +71.0% | +55.5% |
| YTD | +43.6% | +127.5% | -83.9% | +4.0% |
| 1Y | +89.2% | +193.5% | -104.3% | +23.9% |
| 3Y | +502.5% | -1.3% | +503.9% | +375.6% |
| All | +173.5% | -47.3% | +220.9% | +121.4% |
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 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