-65.8%
ETSY vs FSLY
-47.3%
-18.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.3% | +1.2% |
| 7D | -4.9% | +12.5% | -17.4% | -7.4% |
| 30D | -8.6% | -18.8% | +10.2% | -5.3% |
| 3M | +4.8% | +22.7% | -17.9% | -2.8% |
| 6M | +38.1% | -3.7% | +41.8% | +26.6% |
| YTD | +31.2% | +127.5% | -96.3% | -11.6% |
| 1Y | +22.1% | +193.5% | -171.4% | -27.5% |
| 3Y | +12.2% | -1.3% | +13.6% | -15.0% |
| All | -65.8% | -47.3% | -18.4% | -73.9% |
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