-53.3%
BA vs ZM
+39.9%
-93.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | 0.0% | -1.0% | +1.1% | +0.1% |
| 30D | -8.9% | -7.0% | -1.9% | -8.4% |
| 3M | -25.5% | -15.2% | -10.3% | -24.5% |
| 6M | -27.0% | -16.8% | -10.2% | -26.0% |
| YTD | -20.1% | +5.4% | -25.5% | -21.2% |
| 1Y | -11.0% | +9.3% | -20.3% | -12.5% |
| 3Y | -11.8% | +46.5% | -58.3% | -15.8% |
| 5Y | -20.6% | -63.8% | +43.2% | -24.2% |
| All | -53.3% | +39.9% | -93.1% | -58.8% |
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