+9.6%
ZM vs BTDR
-69.9%
+79.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.3% |
| 7D | -8.4% | -17.6% | +9.2% | -7.6% |
| 30D | -1.9% | -40.3% | +38.4% | 0.0% |
| 3M | -10.1% | -42.6% | +32.6% | -8.3% |
| 6M | -13.9% | -46.3% | +32.4% | -12.3% |
| YTD | +6.4% | -41.7% | +48.2% | +5.9% |
| 1Y | +9.6% | -69.4% | +79.0% | +8.3% |
| All | +9.6% | -69.9% | +79.4% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling