-29.3%
ETHA vs FSLY
+196.9%
-226.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.4% | +7.5% | -9.9% | -3.3% |
| 30D | +30.9% | -21.1% | +52.0% | +34.2% |
| 3M | +51.1% | +21.8% | +29.4% | +44.8% |
| 6M | +20.5% | -0.1% | +20.7% | +13.0% |
| YTD | -17.3% | +123.1% | -140.3% | -35.2% |
| 1Y | -43.2% | +208.6% | -251.8% | -61.1% |
| All | -29.3% | +196.9% | -226.1% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling