-12.2%
ZTS vs FSLY
-20.0%
+7.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +1.0% | +11.8% | -10.7% | +0.2% |
| 30D | +12.4% | -36.5% | +49.0% | +15.4% |
| 3M | +13.6% | -39.7% | +53.3% | +16.3% |
| 6M | +9.3% | -9.7% | +19.0% | +7.9% |
| YTD | -32.6% | +68.9% | -101.4% | -37.6% |
| 1Y | -30.0% | +44.5% | -74.5% | -34.5% |
| 3Y | -48.7% | +4.8% | -53.5% | -53.1% |
| 5Y | -59.3% | -66.0% | +6.7% | -62.2% |
| All | -12.2% | -20.0% | +7.8% | -30.3% |
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