+61.0%
ZM vs BTI
+169.2%
-108.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.8% | +2.2% |
| 7D | +11.0% | +1.6% | +9.4% | +11.1% |
| 30D | +5.6% | +9.2% | -3.6% | +6.1% |
| 3M | -9.1% | +9.6% | -18.8% | -8.7% |
| 6M | -2.6% | -2.4% | -0.1% | -2.4% |
| YTD | +15.7% | +14.2% | +1.4% | +16.3% |
| 1Y | +18.8% | +20.3% | -1.5% | +19.5% |
| 3Y | +62.2% | +147.4% | -85.2% | +64.7% |
| 5Y | -60.9% | +155.4% | -216.3% | -58.9% |
| All | +61.0% | +169.2% | -108.2% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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