-64.8%
Z vs BTG
+72.3%
-137.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.9% |
| 7D | -3.0% | -0.9% | -2.1% | -2.9% |
| 30D | -4.2% | +36.8% | -41.0% | -8.8% |
| 3M | -3.7% | +23.1% | -26.8% | -7.1% |
| 6M | -24.5% | +3.5% | -28.0% | -25.7% |
| YTD | -49.3% | +25.5% | -74.8% | -52.2% |
| 1Y | -58.7% | +40.1% | -98.8% | -62.4% |
| 3Y | -34.1% | +101.1% | -135.3% | -46.5% |
| All | -64.8% | +72.3% | -137.1% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling