-42.8%
ETHA vs FSLY
+210.9%
-253.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.3% | +3.2% |
| 7D | +3.5% | +12.5% | -9.0% | +3.0% |
| 30D | +35.3% | -18.8% | +54.1% | +36.1% |
| 3M | +50.9% | +22.7% | +28.2% | +48.6% |
| 6M | +22.1% | -3.7% | +25.8% | +20.0% |
| YTD | -14.6% | +127.5% | -142.1% | -20.3% |
| 1Y | -42.8% | +193.5% | -236.3% | -46.5% |
| All | -42.8% | +210.9% | -253.7% | -46.5% |
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