+512.5%
ETN vs FSLY
0.0%
+512.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.6% | +2.4% |
| 7D | +8.0% | +3.5% | +4.6% | +7.8% |
| 30D | -5.9% | -6.4% | +0.5% | -5.7% |
| 3M | +5.0% | +10.9% | -5.9% | +3.7% |
| 6M | +22.4% | +6.7% | +15.7% | +19.0% |
| YTD | +33.6% | +111.1% | -77.5% | +21.3% |
| 1Y | +22.1% | +185.8% | -163.6% | +7.1% |
| 3Y | +85.6% | -6.6% | +92.1% | +69.9% |
| 5Y | +179.2% | -52.4% | +231.6% | +150.3% |
| All | +512.5% | 0.0% | +512.5% | +344.4% |
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 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