-1.0%
ZS vs FLR
+52.3%
-53.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -1.1% |
| 7D | -8.1% | -6.9% | -1.2% | -6.7% |
| 30D | -8.4% | +1.1% | -9.6% | -8.7% |
| 3M | +31.1% | +14.3% | +16.7% | +26.2% |
| 6M | +4.4% | +19.1% | -14.7% | -2.6% |
| YTD | -27.3% | +35.1% | -62.4% | -35.3% |
| 1Y | -41.4% | +29.5% | -70.8% | -47.4% |
| All | -1.0% | +52.3% | -53.3% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling