+144.3%
ZS vs FSLY
-22.7%
+167.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.4% |
| 7D | -2.6% | +4.9% | -7.5% | -3.8% |
| 30D | -12.8% | -33.5% | +20.7% | -4.7% |
| 3M | +2.3% | -44.6% | +46.9% | +15.7% |
| 6M | +26.3% | -9.2% | +35.5% | +26.0% |
| YTD | -14.4% | +63.3% | -77.7% | -36.4% |
| 1Y | -37.6% | +45.3% | -82.9% | -52.3% |
| 3Y | +8.0% | +3.7% | +4.3% | -22.3% |
| 5Y | -44.9% | -67.2% | +22.3% | -53.3% |
| All | +144.3% | -22.7% | +167.0% | +62.5% |
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