+33.1%
ZM vs FLNC
-62.9%
+96.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.1% |
| 7D | -5.7% | -4.1% | -1.6% | -5.5% |
| 30D | -9.1% | -24.8% | +15.7% | -7.2% |
| 3M | +3.5% | -59.1% | +62.6% | +9.9% |
| 6M | +25.7% | -42.0% | +67.6% | +28.3% |
| YTD | +10.8% | -49.8% | +60.6% | +12.9% |
| 1Y | +12.8% | +43.1% | -30.3% | +3.3% |
| 3Y | +33.1% | -61.0% | +94.1% | +27.9% |
| All | +33.1% | -62.9% | +96.0% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 3y: compounded portfolio wealth divided by compounded FLNC 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…
3y analysis · Full analysis span regression · 6 months rolling