+361.9%
ZETA vs FSLY
+6.5%
+355.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +6.3% | +1.3% | +6.8% |
| 7D | +18.8% | -17.9% | +36.7% | +21.5% |
| 30D | +12.6% | -34.7% | +47.3% | +18.3% |
| 3M | +29.5% | -40.0% | +69.5% | +36.1% |
| 6M | +128.6% | -11.8% | +140.4% | +128.8% |
| YTD | +85.5% | +69.5% | +15.9% | +64.2% |
| 1Y | +90.6% | +44.0% | +46.7% | +73.6% |
| All | +361.9% | +6.5% | +355.5% | +275.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling