-31.6%
ZS vs BAH
+6.2%
-37.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.9% |
| 7D | -12.3% | +5.8% | -18.0% | -14.4% |
| 30D | +11.2% | +28.7% | -17.5% | -0.4% |
| 3M | +37.5% | +20.9% | +16.6% | +27.1% |
| 6M | +57.8% | +15.2% | +42.7% | +48.3% |
| YTD | -0.2% | +7.1% | -7.3% | -7.7% |
| 1Y | -31.6% | +6.4% | -38.0% | -37.5% |
| All | -31.6% | +6.2% | -37.8% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling