-37.1%
ZS vs FSLY
+93.2%
-130.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -26.9% | +17.7% | -5.7% |
| 7D | -17.7% | -40.0% | +22.3% | -12.7% |
| 30D | -3.9% | -39.7% | +35.8% | +1.8% |
| 3M | +26.1% | -40.9% | +67.0% | +33.1% |
| 6M | +44.2% | -52.5% | +96.7% | +51.3% |
| YTD | -9.4% | +51.1% | -60.4% | -12.4% |
| 1Y | -37.1% | +90.6% | -127.6% | -40.9% |
| All | -37.1% | +93.2% | -130.3% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling