+403.3%
ZS vs BAH
+114.8%
+288.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.5% |
| 7D | -3.8% | -1.3% | -2.5% | -3.3% |
| 30D | -6.0% | -6.6% | +0.6% | -3.4% |
| 3M | +32.0% | -7.2% | +39.1% | +35.2% |
| 6M | +2.1% | -10.0% | +12.1% | +5.8% |
| YTD | -26.2% | -12.5% | -13.7% | -23.5% |
| 1Y | -41.2% | -27.9% | -13.3% | -34.9% |
| 3Y | +3.3% | -31.4% | +34.7% | +8.4% |
| 5Y | -40.7% | -3.2% | -37.5% | -49.3% |
| All | +403.3% | +114.8% | +288.5% | +110.7% |
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