-42.3%
ZS vs BAH
-2.8%
-39.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.3% |
| 7D | -9.2% | -4.3% | -4.9% | -7.9% |
| 30D | -4.0% | -4.5% | +0.5% | -2.5% |
| 3M | +25.3% | -7.6% | +32.9% | +28.0% |
| 6M | -1.3% | -10.6% | +9.3% | +1.7% |
| YTD | -28.0% | -12.6% | -15.4% | -26.0% |
| 1Y | -42.5% | -27.0% | -15.5% | -38.3% |
| 3Y | +0.7% | -31.5% | +32.2% | +2.7% |
| 5Y | -42.3% | -3.8% | -38.5% | -51.9% |
| All | -42.3% | -2.8% | -39.5% | -51.9% |
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