+182.4%
ETR vs FSLY
-4.2%
+186.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.4% |
| 7D | +1.4% | -10.6% | +12.1% | +1.7% |
| 30D | +1.0% | -20.9% | +21.9% | +1.4% |
| 3M | -1.3% | +3.4% | -4.7% | -1.6% |
| 6M | +1.9% | +2.7% | -0.9% | +0.7% |
| YTD | +18.2% | +102.3% | -84.1% | +13.6% |
| 1Y | +24.7% | +182.1% | -157.4% | +18.2% |
| 3Y | +150.7% | -14.6% | +165.2% | +142.3% |
| 5Y | +127.0% | -55.9% | +182.9% | +119.4% |
| All | +182.4% | -4.2% | +186.6% | +112.0% |
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