-14.5%
Z vs BTG
+148.3%
-162.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.2% | -1.4% | +3.1% |
| 7D | -5.2% | +19.1% | -24.2% | -7.5% |
| 30D | +5.7% | +8.2% | -2.5% | +4.3% |
| 3M | -8.7% | +13.3% | -22.1% | -10.6% |
| 6M | -26.0% | +8.1% | -34.1% | -27.5% |
| YTD | -55.0% | +27.5% | -82.6% | -57.6% |
| 1Y | -58.0% | +47.1% | -105.1% | -61.3% |
| 3Y | -15.2% | +105.8% | -121.0% | -28.3% |
| 5Y | -53.8% | +55.8% | -109.6% | -59.9% |
| 10Y | -14.5% | +161.8% | -176.3% | -27.7% |
| All | -14.5% | +148.3% | -162.8% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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