-38.6%
ZS vs FLR
+238.5%
-277.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.7% | +3.3% |
| 7D | -3.8% | -3.1% | -0.7% | -3.2% |
| 30D | -6.0% | +4.9% | -10.9% | -7.0% |
| 3M | +32.0% | +10.8% | +21.2% | +27.6% |
| 6M | +2.1% | +19.7% | -17.5% | -4.9% |
| YTD | -26.2% | +38.4% | -64.5% | -34.5% |
| 1Y | -41.2% | +34.7% | -75.8% | -47.7% |
| 3Y | +3.3% | +56.7% | -53.3% | -17.4% |
| All | -38.6% | +238.5% | -277.1% | -57.3% |
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