+449.4%
FLEX vs ZM
+38.4%
+411.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.7% | +1.0% |
| 7D | -0.9% | +2.9% | -3.8% | -1.3% |
| 30D | -10.1% | +0.7% | -10.8% | -10.4% |
| 3M | -31.3% | -3.7% | -27.7% | -30.7% |
| 6M | +71.3% | +29.9% | +41.4% | +58.4% |
| YTD | +81.2% | +17.4% | +63.8% | +70.9% |
| 1Y | +98.5% | +22.4% | +76.1% | +83.9% |
| All | +449.4% | +38.4% | +411.0% | +410.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling