+54.1%
ZM vs BTG
+151.6%
-97.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -5.7% | -3.8% | -1.9% | -5.3% |
| 30D | -9.1% | +3.6% | -12.7% | -9.5% |
| 3M | +3.5% | +32.0% | -28.5% | +0.2% |
| 6M | +25.7% | +3.4% | +22.3% | +24.2% |
| YTD | +10.8% | +20.8% | -10.0% | +7.1% |
| 1Y | +12.8% | +22.4% | -9.6% | +8.1% |
| 3Y | +33.1% | +91.7% | -58.6% | +18.9% |
| 5Y | -68.3% | +79.0% | -147.3% | -71.8% |
| All | +54.1% | +151.6% | -97.5% | +78.3% |
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