+128.9%
ETR vs FSLY
-52.1%
+181.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.2% | +1.1% |
| 7D | +1.4% | +3.5% | -2.1% | +1.4% |
| 30D | +1.9% | -6.4% | +8.3% | +1.9% |
| 3M | +1.0% | +10.9% | -9.9% | +0.7% |
| 6M | +4.8% | +6.7% | -1.9% | +4.1% |
| YTD | +19.5% | +111.1% | -91.6% | +16.7% |
| 1Y | +28.1% | +185.8% | -157.7% | +24.1% |
| 3Y | +151.1% | -6.6% | +157.7% | +143.7% |
| All | +128.9% | -52.1% | +181.0% | +103.7% |
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 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