-5.3%
FSLY vs Z
-19.2%
+13.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +1.4% |
| 7D | +7.5% | -11.6% | +19.1% | +13.9% |
| 30D | -21.1% | -8.5% | -12.6% | -18.5% |
| 3M | +21.8% | -7.9% | +29.7% | +24.9% |
| 6M | -0.1% | -29.1% | +28.9% | +16.5% |
| YTD | +123.1% | -54.2% | +177.3% | +216.4% |
| 1Y | +208.6% | -63.5% | +272.1% | +386.8% |
| 3Y | -1.3% | -38.6% | +37.4% | +10.6% |
| 5Y | -48.4% | -66.0% | +17.6% | -29.9% |
| All | -5.3% | -19.2% | +13.8% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling