-10.4%
FSLY vs ZBRA
+87.5%
-97.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.8% | +7.2% | +6.3% |
| 7D | +3.5% | +2.6% | +0.9% | +1.5% |
| 30D | -6.4% | -6.4% | 0.0% | -1.6% |
| 3M | +10.9% | +51.3% | -40.4% | -19.1% |
| 6M | +6.7% | +60.5% | -53.8% | -26.7% |
| YTD | +111.1% | +45.2% | +65.9% | +56.3% |
| 1Y | +185.8% | +12.3% | +173.4% | +149.7% |
| 3Y | -6.6% | +37.5% | -44.1% | -32.0% |
| 5Y | -52.4% | -39.2% | -13.2% | -42.9% |
| All | -10.4% | +87.5% | -97.9% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling