+1,196.3%
FLEX vs ZM
+55.9%
+1,140.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.7% | +1.2% |
| 7D | -0.9% | +2.9% | -3.8% | -1.2% |
| 30D | -10.1% | +0.7% | -10.8% | -10.3% |
| 3M | -31.3% | -3.7% | -27.7% | -31.2% |
| 6M | +71.3% | +29.9% | +41.4% | +64.9% |
| YTD | +81.2% | +17.4% | +63.8% | +76.0% |
| 1Y | +98.5% | +22.4% | +76.1% | +91.5% |
| 3Y | +428.2% | +41.3% | +387.0% | +399.2% |
| 5Y | +657.3% | -66.0% | +723.3% | +643.2% |
| All | +1,196.3% | +55.9% | +1,140.4% | +1,109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling