-68.3%
ZM vs FLR
+230.6%
-298.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | -2.7% | -6.9% | +4.1% | -1.7% |
| 30D | -10.0% | +1.1% | -11.1% | -10.2% |
| 3M | +1.6% | +14.3% | -12.7% | -1.4% |
| 6M | +25.0% | +19.1% | +5.9% | +19.2% |
| YTD | +10.6% | +35.1% | -24.5% | +3.0% |
| 1Y | +14.0% | +29.5% | -15.5% | +6.4% |
| 3Y | +32.5% | +53.0% | -20.5% | +13.4% |
| 5Y | -68.3% | +238.9% | -307.3% | -76.6% |
| All | -68.3% | +230.6% | -298.9% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling