+471.7%
FLEX vs ZS
+604.7%
-133.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +3.9% |
| 7D | +2.2% | -13.7% | +15.9% | +5.1% |
| 30D | -32.6% | -14.2% | -18.5% | -30.8% |
| 3M | -35.5% | +8.5% | -44.0% | -36.9% |
| 6M | -45.6% | +30.2% | -75.7% | -49.9% |
| YTD | +30.7% | -13.8% | +44.5% | +28.8% |
| 1Y | +28.4% | -41.5% | +69.9% | +37.2% |
| 3Y | +301.7% | +10.7% | +290.9% | +268.7% |
| 5Y | +473.3% | -43.6% | +516.9% | +454.9% |
| All | +471.7% | +604.7% | -133.0% | +243.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 10y: compounded portfolio wealth divided by compounded ZS 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…
10y analysis · Full analysis span regression · 6 months rolling