+107.5%
ZS vs FSLY
+5.6%
+101.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.1% | +7.5% | -15.6% | -9.7% |
| 30D | -8.4% | -21.1% | +12.7% | -3.6% |
| 3M | +31.1% | +21.8% | +9.3% | +23.6% |
| 6M | +4.4% | -0.1% | +4.5% | -4.1% |
| YTD | -27.3% | +123.1% | -150.4% | -49.2% |
| 1Y | -41.4% | +208.6% | -249.9% | -63.7% |
| 3Y | +1.7% | -1.3% | +2.9% | -23.6% |
| 5Y | -39.6% | -48.4% | +8.8% | -53.7% |
| All | +107.5% | +5.6% | +101.9% | +29.8% |
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