+1,349.4%
NTRA vs FSLY
+5.6%
+1,343.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +0.7% |
| 7D | +1.6% | +11.2% | -9.6% | -0.8% |
| 30D | +3.8% | -18.2% | +21.9% | +7.4% |
| 3M | +48.2% | +21.9% | +26.3% | +39.0% |
| 6M | +61.0% | +4.0% | +56.9% | +44.5% |
| YTD | +44.2% | +123.1% | -78.9% | -0.4% |
| 1Y | +87.3% | +196.9% | -109.6% | +15.4% |
| 3Y | +509.4% | -1.3% | +510.7% | +347.4% |
| 5Y | +175.1% | -50.2% | +225.3% | +113.9% |
| All | +1,349.4% | +5.6% | +1,343.7% | +537.7% |
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