+0.7%
ZS vs BAH
-32.1%
+32.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.4% |
| 7D | -9.2% | -4.3% | -4.9% | -8.1% |
| 30D | -4.0% | -4.5% | +0.5% | -2.7% |
| 3M | +25.3% | -7.6% | +32.9% | +27.6% |
| 6M | -1.3% | -10.6% | +9.3% | +1.3% |
| YTD | -28.0% | -12.6% | -15.4% | -26.3% |
| 1Y | -42.5% | -27.0% | -15.5% | -39.4% |
| 3Y | +0.7% | -31.5% | +32.2% | -6.6% |
| All | +0.7% | -32.1% | +32.8% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling