-10.1%
BA vs ZM
+42.4%
-52.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | +1.1% | -5.9% | +7.0% | +2.2% |
| 30D | -7.9% | -5.2% | -2.8% | -7.1% |
| 3M | -25.3% | -11.3% | -14.0% | -23.9% |
| 6M | -24.6% | -14.5% | -10.1% | -22.8% |
| YTD | -20.1% | +4.2% | -24.3% | -23.0% |
| 1Y | -11.8% | +9.3% | -21.1% | -16.4% |
| 3Y | -10.1% | +45.4% | -55.5% | -21.5% |
| All | -10.1% | +42.4% | -52.5% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling