+1,233.9%
FLEX vs ZM
+48.0%
+1,185.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | +6.4% | +0.3% | +6.0% | +6.3% |
| 30D | -5.9% | -10.3% | +4.4% | -4.9% |
| 3M | -23.5% | -0.7% | -22.8% | -23.6% |
| 6M | +83.7% | +24.8% | +58.9% | +77.5% |
| YTD | +86.5% | +11.5% | +75.0% | +82.0% |
| 1Y | +100.5% | +12.3% | +88.2% | +95.2% |
| 3Y | +469.8% | +33.5% | +436.4% | +441.4% |
| 5Y | +725.7% | -67.5% | +793.1% | +714.3% |
| All | +1,233.9% | +48.0% | +1,185.9% | +1,150.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling