+44.5%
FSLY vs Z
-61.0%
+105.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | +11.8% | -4.9% | +16.7% | +12.7% |
| 30D | -36.5% | +3.0% | -39.5% | -36.3% |
| 3M | -39.7% | -13.4% | -26.3% | -37.9% |
| 6M | -9.7% | -27.3% | +17.7% | -4.4% |
| YTD | +68.9% | -57.8% | +126.6% | +97.7% |
| 1Y | +44.5% | -60.0% | +104.5% | +68.9% |
| All | +44.5% | -61.0% | +105.5% | +68.9% |
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