-63.8%
ZM vs BAH
+10.2%
-74.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -1.0% | +0.5% | -1.5% | -1.2% |
| 30D | -7.0% | +18.2% | -25.2% | -10.2% |
| 3M | -15.2% | +13.1% | -28.3% | -17.5% |
| 6M | -16.8% | +15.2% | -32.0% | -19.5% |
| YTD | +5.4% | +6.0% | -0.6% | +2.3% |
| 1Y | +9.3% | +3.1% | +6.2% | +6.6% |
| 3Y | +46.5% | -26.2% | +72.7% | +46.1% |
| 5Y | -63.8% | +9.3% | -73.1% | -71.5% |
| All | -63.8% | +10.2% | -74.0% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling