+10.9%
ZM vs FSLY
-22.7%
+33.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.5% | +2.9% |
| 7D | +11.0% | +4.9% | +6.2% | +9.9% |
| 30D | +5.6% | -33.5% | +39.2% | +13.8% |
| 3M | -9.1% | -44.6% | +35.5% | +0.1% |
| 6M | -2.6% | -9.2% | +6.7% | -4.9% |
| YTD | +15.7% | +63.3% | -47.6% | -13.2% |
| 1Y | +18.8% | +45.3% | -26.5% | -8.5% |
| 3Y | +62.2% | +3.7% | +58.4% | +17.2% |
| 5Y | -60.9% | -67.2% | +6.3% | -66.6% |
| All | +10.9% | -22.7% | +33.6% | -21.7% |
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 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