+800.7%
FLEX vs ZM
+39.9%
+760.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | -13.6% | -1.0% | -12.6% | -13.5% |
| 30D | -36.5% | -7.0% | -29.5% | -35.9% |
| 3M | -36.4% | -15.2% | -21.2% | -35.3% |
| 6M | -46.5% | -16.8% | -29.7% | -45.6% |
| YTD | +25.9% | +5.4% | +20.6% | +23.9% |
| 1Y | +19.6% | +9.3% | +10.2% | +17.0% |
| 3Y | +287.0% | +46.5% | +240.5% | +265.4% |
| 5Y | +466.6% | -63.8% | +530.4% | +462.2% |
| All | +800.7% | +39.9% | +760.9% | +751.2% |
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