-27.0%
ETHA vs FSLY
+202.7%
-229.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.3% | +3.0% |
| 7D | +3.5% | +12.5% | -9.0% | +1.9% |
| 30D | +35.3% | -18.8% | +54.1% | +38.2% |
| 3M | +50.9% | +22.7% | +28.2% | +44.4% |
| 6M | +22.1% | -3.7% | +25.8% | +15.4% |
| YTD | -14.6% | +127.5% | -142.1% | -33.2% |
| 1Y | -42.8% | +193.5% | -236.3% | -59.8% |
| All | -27.0% | +202.7% | -229.7% | -54.9% |
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