-65.5%
ZM vs FLNC
-71.1%
+5.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.2% |
| 7D | -2.7% | -5.0% | +2.3% | -2.2% |
| 30D | -10.0% | -26.1% | +16.1% | -6.4% |
| 3M | +1.6% | -55.2% | +56.8% | +11.6% |
| 6M | +25.0% | -42.6% | +67.6% | +28.6% |
| YTD | +10.6% | -51.0% | +61.6% | +13.6% |
| 1Y | +14.0% | +43.3% | -29.4% | -6.7% |
| 3Y | +32.5% | -63.4% | +95.9% | +21.5% |
| All | -65.5% | -71.1% | +5.6% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling