-31.6%
ZS vs BTDR
-69.9%
+38.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | -0.2% |
| 7D | -12.3% | -17.6% | +5.3% | -12.0% |
| 30D | +11.2% | -40.3% | +51.5% | +11.8% |
| 3M | +37.5% | -42.6% | +80.1% | +38.3% |
| 6M | +57.8% | -46.3% | +104.1% | +58.1% |
| YTD | -0.2% | -41.7% | +41.5% | -0.3% |
| 1Y | -31.6% | -69.4% | +37.8% | -33.6% |
| All | -31.6% | -69.9% | +38.2% | -33.6% |
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