-44.3%
ZS vs FLR
+112.0%
-156.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -2.6% | +5.4% | -8.0% | -3.9% |
| 30D | -12.8% | +2.8% | -15.7% | -13.5% |
| 3M | +2.3% | -6.4% | +8.7% | +3.6% |
| 6M | +26.3% | +8.8% | +17.5% | +21.3% |
| YTD | -14.4% | +23.6% | -38.0% | -22.7% |
| 1Y | -37.6% | +13.8% | -51.4% | -42.3% |
| 3Y | +8.0% | +36.5% | -28.4% | -12.0% |
| All | -44.3% | +112.0% | -156.4% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling