+164.3%
FSLY vs Z
-54.2%
+218.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.4% | -9.6% | -1.0% |
| 7D | -22.2% | +10.2% | -32.4% | -22.9% |
| 30D | -19.1% | +23.7% | -42.8% | -21.7% |
| 3M | -15.7% | -6.6% | -9.1% | -14.4% |
| 6M | -23.5% | -23.0% | -0.5% | -20.9% |
| YTD | +106.6% | -50.3% | +156.9% | +131.5% |
| 1Y | +164.3% | -53.6% | +217.8% | +200.1% |
| All | +164.3% | -54.2% | +218.4% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling