+390.7%
ZS vs FLR
+4.1%
+386.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.7% |
| 7D | -9.2% | +0.7% | -9.9% | -9.3% |
| 30D | -4.0% | -0.7% | -3.3% | -4.0% |
| 3M | +25.3% | +14.3% | +11.0% | +23.2% |
| 6M | -1.3% | +25.6% | -26.9% | -4.4% |
| YTD | -28.0% | +42.9% | -70.9% | -31.4% |
| 1Y | -42.5% | +38.7% | -81.2% | -45.1% |
| 3Y | +0.7% | +61.8% | -61.0% | -6.0% |
| 5Y | -42.3% | +254.1% | -296.4% | -48.3% |
| All | +390.7% | +4.1% | +386.6% | +399.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling