-67.5%
ZM vs FSLY
-49.3%
-18.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -5.9% | -1.4% |
| 7D | +0.3% | +11.2% | -10.8% | -2.0% |
| 30D | -10.3% | -18.2% | +7.9% | -7.1% |
| 3M | -0.7% | +21.9% | -22.6% | -6.2% |
| 6M | +24.8% | +4.0% | +20.8% | +14.4% |
| YTD | +11.5% | +123.1% | -111.6% | -19.4% |
| 1Y | +12.3% | +196.9% | -184.5% | -27.3% |
| 3Y | +33.5% | -1.3% | +34.7% | +5.0% |
| 5Y | -67.5% | -50.2% | -17.3% | -72.7% |
| All | -67.5% | -49.3% | -18.1% | -72.7% |
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