+286.1%
ZETA vs FSLY
-11.4%
+297.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.7% |
| 7D | +2.7% | -10.6% | +13.3% | +4.1% |
| 30D | +15.8% | -20.9% | +36.7% | +18.9% |
| 3M | +35.4% | +3.4% | +32.0% | +34.3% |
| 6M | +67.1% | +2.7% | +64.4% | +60.6% |
| YTD | +54.1% | +102.3% | -48.2% | +32.6% |
| 1Y | +67.8% | +182.1% | -114.2% | +32.2% |
| All | +286.1% | -11.4% | +297.4% | +220.8% |
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