+25.0%
FLEX vs ZM
+8.0%
+16.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | 0.0% | -12.3% | -12.3% |
| 7D | -17.0% | -8.4% | -8.6% | -17.0% |
| 30D | -33.8% | -1.9% | -31.9% | -33.6% |
| 3M | -39.0% | -10.1% | -29.0% | -39.3% |
| 6M | -15.9% | -13.9% | -2.0% | -15.4% |
| YTD | +27.8% | +6.4% | +21.4% | +28.4% |
| 1Y | +25.0% | +9.6% | +15.4% | +24.3% |
| All | +25.0% | +8.0% | +16.9% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 1y: compounded portfolio wealth divided by compounded ZM 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…
1y analysis · Full analysis span regression · 6 months rolling