+57.6%
ZM vs BAH
+73.9%
-16.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +10.0% | -3.2% | +13.2% | +10.6% |
| 30D | -0.5% | +19.5% | -20.0% | -3.7% |
| 3M | -7.1% | +11.1% | -18.2% | -9.0% |
| 6M | -5.1% | +16.3% | -21.4% | -8.0% |
| YTD | +13.2% | +4.8% | +8.4% | +10.7% |
| 1Y | +15.3% | +4.9% | +10.5% | +12.7% |
| 3Y | +57.4% | -27.0% | +84.5% | +59.3% |
| 5Y | -61.7% | +5.7% | -67.4% | -64.5% |
| All | +57.6% | +73.9% | -16.3% | -16.7% |
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