-62.2%
ZM vs FLR
+112.0%
-174.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.3% |
| 7D | +11.0% | +5.4% | +5.7% | +10.0% |
| 30D | +5.6% | +2.8% | +2.8% | +5.1% |
| 3M | -9.1% | -6.4% | -2.7% | -8.4% |
| 6M | -2.6% | +8.8% | -11.3% | -5.2% |
| YTD | +15.7% | +23.6% | -7.9% | +8.6% |
| 1Y | +18.8% | +13.8% | +5.0% | +13.3% |
| 3Y | +62.2% | +36.5% | +25.7% | +39.5% |
| All | -62.2% | +112.0% | -174.2% | -71.4% |
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