-48.3%
ZS vs FLNC
-71.1%
+22.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.7% | -0.9% |
| 7D | -8.1% | -5.0% | -3.1% | -7.5% |
| 30D | -8.4% | -26.1% | +17.6% | -3.9% |
| 3M | +31.1% | -55.2% | +86.2% | +47.6% |
| 6M | +4.4% | -42.6% | +47.0% | +7.8% |
| YTD | -27.3% | -51.0% | +23.7% | -24.6% |
| 1Y | -41.4% | +43.3% | -84.7% | -54.0% |
| 3Y | +1.7% | -63.4% | +65.1% | -9.4% |
| All | -48.3% | -71.1% | +22.8% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling