+256.8%
FLEX vs ZM
+42.4%
+214.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.4% | +4.4% |
| 7D | -19.3% | -5.9% | -13.4% | -18.4% |
| 30D | -41.5% | -5.2% | -36.4% | -40.8% |
| 3M | -43.1% | -11.3% | -31.8% | -42.1% |
| 6M | -48.2% | -14.5% | -33.7% | -46.8% |
| YTD | +15.5% | +4.2% | +11.3% | +11.4% |
| 1Y | +10.2% | +9.3% | +0.9% | +4.5% |
| 3Y | +256.8% | +45.4% | +211.4% | +209.3% |
| All | +256.8% | +42.4% | +214.5% | +209.3% |
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 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