-42.8%
BA vs ZM
+55.9%
-98.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.4% | +0.5% |
| 7D | +1.2% | +2.9% | -1.8% | +0.9% |
| 30D | -11.6% | +0.7% | -12.3% | -11.8% |
| 3M | -2.4% | -3.7% | +1.3% | -2.2% |
| 6M | -6.6% | +29.9% | -36.5% | -9.3% |
| YTD | -2.2% | +17.4% | -19.7% | -4.4% |
| 1Y | -8.0% | +22.4% | -30.4% | -10.5% |
| 3Y | -5.0% | +41.3% | -46.3% | -9.2% |
| 5Y | -2.7% | -66.0% | +63.3% | -8.4% |
| All | -42.8% | +55.9% | -98.7% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling