-43.2%
BA vs ZM
+48.4%
-91.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | -0.3% |
| 7D | +2.5% | +1.6% | +0.8% | +2.3% |
| 30D | -10.1% | -7.7% | -2.4% | -9.5% |
| 3M | -2.4% | -4.7% | +2.3% | -2.2% |
| 6M | -8.8% | +24.4% | -33.3% | -11.1% |
| YTD | -2.9% | +11.8% | -14.7% | -4.7% |
| 1Y | -8.8% | +13.4% | -22.1% | -10.6% |
| 3Y | -0.3% | +33.8% | -34.1% | -4.2% |
| 5Y | -0.3% | -67.2% | +66.8% | -5.7% |
| All | -43.2% | +48.4% | -91.6% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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