+190.4%
ETN vs FSLY
-47.3%
+237.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.8% |
| 7D | +3.5% | +12.5% | -8.9% | +2.4% |
| 30D | -7.5% | -18.8% | +11.3% | -6.0% |
| 3M | +8.3% | +22.7% | -14.3% | +5.7% |
| 6M | +20.2% | -3.7% | +23.9% | +17.1% |
| YTD | +34.7% | +127.5% | -92.8% | +18.3% |
| 1Y | +19.4% | +193.5% | -174.1% | +0.8% |
| 3Y | +85.5% | -1.3% | +86.8% | +65.4% |
| All | +190.4% | -47.3% | +237.8% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling