+54.1%
ZM vs FLR
+37.6%
+16.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | -5.7% | -3.5% | -2.2% | -5.6% |
| 30D | -9.1% | +4.2% | -13.3% | -9.2% |
| 3M | +3.5% | +8.1% | -4.6% | +3.1% |
| 6M | +25.7% | +21.5% | +4.1% | +24.6% |
| YTD | +10.8% | +36.8% | -26.0% | +9.4% |
| 1Y | +12.8% | +31.2% | -18.4% | +11.5% |
| 3Y | +33.1% | +53.9% | -20.7% | +31.0% |
| 5Y | -68.3% | +243.0% | -311.3% | -68.2% |
| All | +54.1% | +37.6% | +16.5% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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