-31.6%
ZS vs FLNC
-69.0%
+37.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.2% | -10.5% | -1.2% |
| 7D | -12.3% | -2.1% | -10.2% | -12.1% |
| 30D | +11.2% | -20.8% | +32.0% | +13.3% |
| 3M | +37.5% | -61.3% | +98.8% | +49.3% |
| 6M | +57.8% | -50.9% | +108.7% | +63.8% |
| YTD | -0.2% | -69.4% | +69.1% | +9.0% |
| 1Y | -31.6% | -68.4% | +36.8% | -24.6% |
| All | -31.6% | -69.0% | +37.3% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling