+146.0%
ZS vs FSLY
-19.7%
+165.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.3% | -6.9% | -2.1% |
| 7D | -13.7% | -17.9% | +4.3% | -10.1% |
| 30D | -14.2% | -34.7% | +20.5% | -5.7% |
| 3M | +8.5% | -40.0% | +48.6% | +20.5% |
| 6M | +30.2% | -11.8% | +42.0% | +30.7% |
| YTD | -13.8% | +69.5% | -83.4% | -36.6% |
| 1Y | -41.5% | +44.0% | -85.5% | -55.1% |
| 3Y | +10.7% | +5.2% | +5.5% | -20.6% |
| 5Y | -43.6% | -65.6% | +22.0% | -52.8% |
| All | +146.0% | -19.7% | +165.7% | +62.2% |
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