+78.4%
ETN vs FSLY
-0.4%
+78.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +3.0% | +7.5% | -4.5% | +2.4% |
| 30D | -10.9% | -21.1% | +10.2% | -9.4% |
| 3M | +9.2% | +21.8% | -12.5% | +7.0% |
| 6M | +13.9% | -0.1% | +14.0% | +11.0% |
| YTD | +29.5% | +123.1% | -93.6% | +15.8% |
| 1Y | +14.2% | +208.6% | -194.4% | -3.3% |
| All | +78.4% | -0.4% | +78.8% | +64.7% |
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