-49.8%
FSLY vs Z
-34.5%
-15.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.8% |
| 7D | -31.4% | -4.6% | -26.9% | -28.9% |
| 30D | -37.3% | +8.3% | -45.6% | -37.8% |
| 3M | -30.1% | -11.6% | -18.5% | -27.3% |
| 6M | -49.8% | -33.6% | -16.2% | -36.5% |
| All | -49.8% | -34.5% | -15.3% | -36.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling