+6.5%
Z vs BTG
+545.7%
-539.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -2.7% |
| 7D | -4.6% | +17.4% | -21.9% | -6.3% |
| 30D | +8.3% | +8.0% | +0.3% | +7.2% |
| 3M | -11.6% | +32.5% | -44.1% | -14.8% |
| 6M | -33.6% | +21.6% | -55.2% | -35.7% |
| YTD | -56.7% | +21.2% | -77.9% | -58.4% |
| 1Y | -59.1% | +43.9% | -103.0% | -61.6% |
| 3Y | -20.4% | +78.6% | -99.0% | -28.9% |
| 5Y | -55.3% | +48.8% | -104.1% | -59.7% |
| 10Y | -14.2% | +136.8% | -151.1% | -25.4% |
| All | +6.5% | +545.7% | -539.2% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling