-28.7%
ETHA vs FSLY
+180.9%
-209.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | +0.5% |
| 7D | +2.7% | +3.5% | -0.8% | +2.3% |
| 30D | +29.4% | -6.4% | +35.8% | +29.1% |
| 3M | +47.2% | +10.9% | +36.3% | +42.8% |
| 6M | +25.4% | +6.7% | +18.7% | +15.8% |
| YTD | -16.5% | +111.1% | -127.6% | -34.2% |
| 1Y | -42.3% | +185.8% | -228.1% | -59.9% |
| All | -28.7% | +180.9% | -209.6% | -55.5% |
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 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