+6.2%
ZM vs FSLY
+7.7%
-1.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -5.7% | +12.5% | -18.2% | -8.2% |
| 30D | -9.1% | -18.8% | +9.7% | -5.5% |
| 3M | +3.5% | +22.7% | -19.1% | -2.7% |
| 6M | +25.7% | -3.7% | +29.4% | +17.2% |
| YTD | +10.8% | +127.5% | -116.8% | -20.8% |
| 1Y | +12.8% | +193.5% | -180.8% | -26.7% |
| 3Y | +33.1% | -1.3% | +34.5% | +1.8% |
| 5Y | -68.3% | -47.3% | -21.0% | -75.2% |
| All | +6.2% | +7.7% | -1.5% | -28.5% |
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 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