+16.0%
ETSY vs FSLY
0.0%
+16.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.4% | -9.2% | -5.8% |
| 7D | -10.9% | +3.5% | -14.4% | -11.7% |
| 30D | -14.9% | -6.4% | -8.5% | -15.3% |
| 3M | +5.8% | +10.9% | -5.1% | +0.3% |
| 6M | +29.1% | +6.7% | +22.4% | +14.9% |
| YTD | +31.3% | +111.1% | -79.8% | -9.6% |
| 1Y | +25.1% | +185.8% | -160.7% | -24.2% |
| 3Y | +8.5% | -6.6% | +15.0% | -18.9% |
| 5Y | -66.1% | -52.4% | -13.7% | -73.9% |
| All | +16.0% | 0.0% | +16.0% | -26.5% |
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