-4.3%
FSLY vs Z
-21.1%
+16.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.9% |
| 7D | -31.4% | -4.6% | -26.9% | -29.8% |
| 30D | -37.3% | +8.3% | -45.6% | -38.9% |
| 3M | -30.1% | -11.6% | -18.5% | -28.0% |
| 6M | -49.8% | -33.6% | -16.2% | -42.8% |
| YTD | +55.7% | -56.7% | +112.4% | +105.3% |
| 1Y | +44.5% | -59.1% | +103.6% | +94.2% |
| 3Y | -4.3% | -20.4% | +16.0% | -6.4% |
| All | -4.3% | -21.1% | +16.7% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling