+414.5%
ZS vs BAH
+116.6%
+298.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -3.9% |
| 7D | -7.8% | -3.2% | -4.6% | -6.6% |
| 30D | +5.0% | +2.0% | +3.0% | +4.4% |
| 3M | +25.5% | -7.6% | +33.2% | +28.9% |
| 6M | +8.7% | -5.7% | +14.4% | +10.6% |
| YTD | -24.5% | -11.7% | -12.8% | -22.0% |
| 1Y | -36.7% | -27.4% | -9.3% | -30.2% |
| 3Y | +7.2% | -32.5% | +39.7% | +13.4% |
| 5Y | -40.9% | -3.3% | -37.6% | -49.4% |
| All | +414.5% | +116.6% | +298.0% | +114.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling