+55.1%
ZM vs BAH
+45.3%
+9.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.3% | -1.3% | +1.7% | +0.6% |
| 30D | -10.3% | -6.6% | -3.7% | -9.2% |
| 3M | -0.7% | -7.2% | +6.5% | +0.4% |
| 6M | +24.8% | -10.0% | +34.8% | +26.6% |
| YTD | +11.5% | -12.5% | +23.9% | +12.8% |
| 1Y | +12.3% | -27.9% | +40.2% | +16.8% |
| 3Y | +33.5% | -31.4% | +64.9% | +36.6% |
| 5Y | -67.5% | -3.2% | -64.3% | -69.2% |
| All | +55.1% | +45.3% | +9.9% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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