-3.2%
FSLY vs ZBRA
+33.8%
-37.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +7.1% |
| 7D | +11.2% | -1.8% | +12.9% | +12.2% |
| 30D | -18.2% | -8.8% | -9.4% | -12.8% |
| 3M | +21.9% | +47.2% | -25.3% | -8.3% |
| 6M | +4.0% | +61.3% | -57.3% | -28.0% |
| YTD | +123.1% | +42.0% | +81.1% | +70.6% |
| 1Y | +196.9% | +10.5% | +186.4% | +166.9% |
| All | -3.2% | +33.8% | -37.0% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling