-3.2%
FSLY vs ET
+97.4%
-100.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.2% |
| 7D | +11.2% | +0.6% | +10.5% | +10.7% |
| 30D | -18.2% | +5.3% | -23.5% | -20.9% |
| 3M | +21.9% | +15.6% | +6.3% | +10.8% |
| 6M | +4.0% | +20.6% | -16.6% | -9.4% |
| YTD | +123.1% | +38.5% | +84.6% | +76.0% |
| 1Y | +196.9% | +35.7% | +161.1% | +137.2% |
| All | -3.2% | +97.4% | -100.6% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling