-42.2%
ZS vs FSLY
-68.1%
+25.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.5% |
| 7D | -13.4% | -22.9% | +9.5% | -8.2% |
| 30D | -16.6% | -44.6% | +28.0% | -4.4% |
| 3M | +10.3% | -41.5% | +51.8% | +23.7% |
| 6M | +28.1% | -20.8% | +48.9% | +32.2% |
| YTD | -13.3% | +59.5% | -72.9% | -36.6% |
| 1Y | -40.7% | +36.1% | -76.9% | -54.5% |
| 3Y | +11.4% | -1.0% | +12.3% | -21.4% |
| 5Y | -42.2% | -66.9% | +24.8% | -47.0% |
| All | -42.2% | -68.1% | +25.9% | -47.0% |
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