-0.3%
ZS vs BTDR
+4.4%
-4.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.4% |
| 7D | -3.1% | -3.4% | +0.3% | -2.9% |
| 30D | -7.2% | +32.6% | -39.8% | -9.1% |
| 3M | +30.5% | -32.2% | +62.7% | +32.9% |
| 6M | +7.0% | +52.4% | -45.4% | +1.0% |
| YTD | -26.8% | +6.7% | -33.5% | -29.4% |
| 1Y | -42.6% | -15.2% | -27.4% | -44.7% |
| 3Y | -0.3% | +14.9% | -15.2% | -17.1% |
| All | -0.3% | +4.4% | -4.7% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling