-16.9%
Z vs BTG
+160.5%
-177.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.0% |
| 7D | -13.1% | +1.4% | -14.4% | -13.3% |
| 30D | +5.9% | -1.1% | +7.0% | +5.8% |
| 3M | -13.7% | +2.5% | -16.2% | -14.3% |
| 6M | -27.1% | -3.1% | -24.1% | -27.5% |
| YTD | -56.8% | +16.3% | -73.1% | -58.7% |
| 1Y | -60.2% | +27.6% | -87.8% | -62.6% |
| 3Y | -19.7% | +89.5% | -109.2% | -31.3% |
| 5Y | -53.7% | +33.6% | -87.3% | -59.0% |
| 10Y | -16.9% | +178.2% | -195.1% | -28.3% |
| All | -16.9% | +160.5% | -177.4% | -28.3% |
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