+517.2%
ETN vs FSLY
+7.7%
+509.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.8% |
| 7D | +3.5% | +12.5% | -8.9% | +2.6% |
| 30D | -7.5% | -18.8% | +11.3% | -6.2% |
| 3M | +8.3% | +22.7% | -14.3% | +6.2% |
| 6M | +20.2% | -3.7% | +23.9% | +17.8% |
| YTD | +34.7% | +127.5% | -92.8% | +21.5% |
| 1Y | +19.4% | +193.5% | -174.1% | +4.7% |
| 3Y | +85.5% | -1.3% | +86.8% | +69.1% |
| 5Y | +186.6% | -47.3% | +233.9% | +155.1% |
| All | +517.2% | +7.7% | +509.4% | +345.2% |
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 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