+416.7%
FLEX vs ZM
-65.8%
+482.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.4% | +4.3% |
| 7D | -19.3% | -5.9% | -13.4% | -18.1% |
| 30D | -41.5% | -5.2% | -36.4% | -40.6% |
| 3M | -43.1% | -11.3% | -31.8% | -41.6% |
| 6M | -48.2% | -14.5% | -33.7% | -46.7% |
| YTD | +15.5% | +4.2% | +11.3% | +11.0% |
| 1Y | +10.2% | +9.3% | +0.9% | +4.4% |
| 3Y | +256.8% | +45.4% | +211.4% | +207.5% |
| All | +416.7% | -65.8% | +482.5% | +450.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling