-74.1%
ZM vs BTDR
+19.6%
-93.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.1% |
| 7D | -5.7% | -3.4% | -2.3% | -5.5% |
| 30D | -9.1% | +32.6% | -41.7% | -10.5% |
| 3M | +3.5% | -32.2% | +35.8% | +4.9% |
| 6M | +25.7% | +52.4% | -26.7% | +20.9% |
| YTD | +10.8% | +6.7% | +4.1% | +8.1% |
| 1Y | +12.8% | -15.2% | +28.0% | +10.1% |
| 3Y | +33.1% | +14.9% | +18.3% | +21.6% |
| 5Y | -68.3% | +20.8% | -89.1% | -71.2% |
| All | -74.1% | +19.6% | -93.7% | -76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling