+423.9%
ZBRA vs BTG
+159.3%
+264.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.8% |
| 7D | -3.4% | -3.8% | +0.3% | -3.1% |
| 30D | -7.4% | +3.6% | -11.0% | -7.7% |
| 3M | +57.5% | +32.0% | +25.5% | +53.8% |
| 6M | +64.0% | +3.4% | +60.6% | +62.4% |
| YTD | +44.3% | +20.8% | +23.5% | +40.5% |
| 1Y | +10.9% | +22.4% | -11.5% | +7.5% |
| 3Y | +37.5% | +91.7% | -54.2% | +27.0% |
| 5Y | -39.7% | +79.0% | -118.7% | -44.2% |
| All | +423.9% | +159.3% | +264.6% | +397.6% |
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