+298.1%
ZETA vs FSLY
-66.0%
+364.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +6.3% | +1.3% | +6.1% |
| 7D | +18.8% | -17.9% | +36.7% | +23.5% |
| 30D | +12.6% | -34.7% | +47.3% | +23.0% |
| 3M | +29.5% | -40.0% | +69.5% | +41.5% |
| 6M | +128.6% | -11.8% | +140.4% | +126.2% |
| YTD | +85.5% | +69.5% | +15.9% | +33.7% |
| 1Y | +90.6% | +44.0% | +46.7% | +44.1% |
| 3Y | +358.0% | +5.2% | +352.8% | +219.4% |
| All | +298.1% | -66.0% | +364.1% | +289.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling