+115.5%
ZS vs FSLY
-4.2%
+119.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -3.9% |
| 7D | -7.8% | -10.6% | +2.8% | -5.3% |
| 30D | +5.0% | -20.9% | +25.9% | +10.0% |
| 3M | +25.5% | +3.4% | +22.1% | +23.0% |
| 6M | +8.7% | +2.7% | +6.0% | -1.1% |
| YTD | -24.5% | +102.3% | -126.8% | -46.0% |
| 1Y | -36.7% | +182.1% | -218.8% | -60.0% |
| 3Y | +7.2% | -14.6% | +21.8% | -16.2% |
| 5Y | -40.9% | -55.9% | +15.0% | -53.0% |
| All | +115.5% | -4.2% | +119.7% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling