+193.5%
FSLY vs ZBRA
+14.4%
+179.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.1% | +1.0% |
| 7D | +12.5% | -3.4% | +15.9% | +14.4% |
| 30D | -18.8% | -7.4% | -11.4% | -15.2% |
| 3M | +22.7% | +57.5% | -34.8% | -5.9% |
| 6M | -3.7% | +64.0% | -67.7% | -29.8% |
| YTD | +127.5% | +44.3% | +83.2% | +91.0% |
| 1Y | +193.5% | +10.9% | +182.7% | +179.0% |
| All | +193.5% | +14.4% | +179.1% | +179.0% |
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