+485.5%
ZS vs BAH
+157.1%
+328.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -5.2% | -3.2% | -2.0% | -4.0% |
| 30D | -15.5% | +19.5% | -35.0% | -21.4% |
| 3M | +9.0% | +11.1% | -2.1% | +4.3% |
| 6M | +32.2% | +16.3% | +15.9% | +23.7% |
| YTD | -14.1% | +4.8% | -18.9% | -17.3% |
| 1Y | -39.1% | +4.9% | -44.0% | -41.5% |
| 3Y | +10.4% | -27.0% | +37.4% | +14.2% |
| 5Y | -44.6% | +5.7% | -50.4% | -53.7% |
| All | +485.5% | +157.1% | +328.4% | +127.8% |
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