+398.6%
ZS vs FLR
-0.4%
+399.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | -3.1% | -3.5% | +0.4% | -2.8% |
| 30D | -7.2% | +4.2% | -11.4% | -7.6% |
| 3M | +30.5% | +8.1% | +22.4% | +29.0% |
| 6M | +7.0% | +21.5% | -14.5% | +3.9% |
| YTD | -26.8% | +36.8% | -63.6% | -30.0% |
| 1Y | -42.6% | +31.2% | -73.8% | -44.9% |
| 3Y | -0.3% | +53.9% | -54.2% | -6.5% |
| 5Y | -39.2% | +243.0% | -282.2% | -45.3% |
| All | +398.6% | -0.4% | +399.0% | +409.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling