+692.8%
FLEX vs ZS
+517.5%
+175.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +2.3% |
| 7D | -0.9% | -7.8% | +6.9% | +0.5% |
| 30D | -10.1% | +5.0% | -15.2% | -11.2% |
| 3M | -31.3% | +25.5% | -56.9% | -34.5% |
| 6M | +71.3% | +8.7% | +62.6% | +62.3% |
| YTD | +81.2% | -24.5% | +105.8% | +83.9% |
| 1Y | +98.5% | -36.7% | +135.2% | +108.5% |
| 3Y | +428.2% | +7.2% | +421.0% | +388.6% |
| 5Y | +657.3% | -40.9% | +698.2% | +631.5% |
| All | +692.8% | +517.5% | +175.3% | +390.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling