+341.6%
ZETA vs FSLY
-50.4%
+392.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -6.5% | +7.5% | -14.0% | -8.2% |
| 30D | +4.8% | -21.1% | +25.9% | +10.2% |
| 3M | +53.3% | +21.8% | +31.6% | +44.6% |
| 6M | +66.8% | -0.1% | +66.9% | +53.9% |
| YTD | +50.2% | +123.1% | -72.9% | +4.0% |
| 1Y | +62.0% | +208.6% | -146.5% | -2.7% |
| 3Y | +276.4% | -1.3% | +277.6% | +187.5% |
| 5Y | +341.6% | -48.4% | +390.0% | +261.5% |
| All | +341.6% | -50.4% | +392.1% | +261.5% |
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