+55.5%
ZM vs FLR
+43.8%
+11.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.6% | -4.8% |
| 7D | +1.6% | +0.7% | +1.0% | +1.6% |
| 30D | -7.7% | -0.7% | -7.0% | -7.7% |
| 3M | -4.7% | +14.3% | -19.0% | -5.2% |
| 6M | +24.4% | +25.6% | -1.2% | +23.2% |
| YTD | +11.8% | +42.9% | -31.1% | +10.3% |
| 1Y | +13.4% | +38.7% | -25.4% | +11.9% |
| 3Y | +33.8% | +61.8% | -27.9% | +31.5% |
| 5Y | -67.2% | +254.1% | -321.2% | -67.1% |
| All | +55.5% | +43.8% | +11.8% | +58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling