+242.2%
ZETA vs FSLY
-56.2%
+298.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -2.6% |
| 7D | -0.1% | +11.2% | -11.2% | -2.6% |
| 30D | +10.5% | -18.2% | +28.6% | +15.2% |
| 3M | +44.3% | +21.9% | +22.4% | +36.0% |
| 6M | +59.4% | +4.0% | +55.4% | +45.4% |
| YTD | +49.5% | +123.1% | -73.6% | +3.1% |
| 1Y | +62.7% | +196.9% | -134.2% | -1.5% |
| 3Y | +274.6% | -1.3% | +275.9% | +184.8% |
| 5Y | +349.3% | -50.2% | +399.6% | +258.4% |
| All | +242.2% | -56.2% | +298.3% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 10y: compounded portfolio wealth divided by compounded FSLY 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…
10y analysis · Full analysis span regression · 6 months rolling