+24.7%
Z vs BTG
+568.4%
-543.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.0% |
| 7D | -3.0% | -0.9% | -2.1% | -2.9% |
| 30D | -4.2% | +36.8% | -41.0% | -7.8% |
| 3M | -3.7% | +23.1% | -26.8% | -6.4% |
| 6M | -24.5% | +3.5% | -28.0% | -25.6% |
| YTD | -49.3% | +25.5% | -74.8% | -51.4% |
| 1Y | -58.7% | +40.1% | -98.8% | -61.2% |
| 3Y | -34.1% | +101.1% | -135.3% | -41.9% |
| 5Y | -64.5% | +70.6% | -135.1% | -68.5% |
| 10Y | -0.5% | +152.1% | -152.6% | -13.8% |
| All | +24.7% | +568.4% | -543.7% | +3.1% |
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