-30.7%
FSLY vs Z
-22.9%
-7.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -5.0% |
| 7D | +4.9% | +0.8% | +4.0% | +4.2% |
| 30D | -33.5% | +5.2% | -38.7% | -35.7% |
| 3M | -44.6% | -17.0% | -27.6% | -40.9% |
| 6M | -9.2% | -22.7% | +13.4% | -0.3% |
| YTD | +63.3% | -56.3% | +119.6% | +133.2% |
| 1Y | +45.3% | -57.7% | +102.9% | +109.6% |
| 3Y | +3.7% | -16.5% | +20.3% | -3.5% |
| 5Y | -67.2% | -53.4% | -13.8% | -59.6% |
| All | -30.7% | -22.9% | -7.8% | -38.8% |
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