-48.4%
FSLY vs ET
+241.7%
-290.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | +7.5% | +1.4% | +6.2% | +6.6% |
| 30D | -21.1% | +4.6% | -25.7% | -23.4% |
| 3M | +21.8% | +16.0% | +5.7% | +10.4% |
| 6M | -0.1% | +22.8% | -22.9% | -13.8% |
| YTD | +123.1% | +38.9% | +84.2% | +77.3% |
| 1Y | +208.6% | +34.1% | +174.5% | +150.7% |
| 3Y | -1.3% | +98.8% | -100.1% | -38.3% |
| 5Y | -48.4% | +246.8% | -295.2% | -74.4% |
| All | -48.4% | +241.7% | -290.0% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling