+164.3%
FSLY vs ZBRA
+25.3%
+139.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | -22.2% | -13.6% | -8.6% | -15.5% |
| 30D | -19.1% | -11.5% | -7.6% | -13.1% |
| 3M | -15.7% | -9.9% | -5.8% | -9.9% |
| 6M | -23.5% | +48.6% | -72.1% | -40.1% |
| YTD | +106.6% | +36.9% | +69.7% | +87.0% |
| 1Y | +164.3% | +27.7% | +136.6% | +137.2% |
| All | +164.3% | +25.3% | +139.0% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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