-14.2%
FSLY vs Z
-10.5%
-3.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.5% |
| 7D | -10.6% | -3.0% | -7.6% | -9.2% |
| 30D | -20.9% | -4.2% | -16.7% | -19.6% |
| 3M | +3.4% | -3.7% | +7.1% | +4.1% |
| 6M | +2.7% | -24.5% | +27.3% | +16.5% |
| YTD | +102.3% | -49.3% | +151.6% | +173.9% |
| 1Y | +182.1% | -58.7% | +240.7% | +319.1% |
| 3Y | -14.6% | -34.1% | +19.6% | -7.0% |
| 5Y | -55.9% | -64.5% | +8.6% | -41.4% |
| All | -14.2% | -10.5% | -3.6% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling