-31.6%
ZS vs BTDR
+26.7%
-58.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.3% | -7.0% | -4.8% |
| 7D | -9.2% | +22.4% | -31.6% | -10.3% |
| 30D | -4.0% | +16.5% | -20.4% | -5.2% |
| 3M | +25.3% | -31.5% | +56.8% | +27.2% |
| 6M | -1.3% | +74.0% | -75.3% | -6.7% |
| YTD | -28.0% | +13.0% | -41.0% | -30.3% |
| 1Y | -42.5% | -0.2% | -42.3% | -44.8% |
| 3Y | +0.7% | +9.9% | -9.2% | -11.0% |
| 5Y | -42.3% | +28.1% | -70.4% | -51.1% |
| All | -31.6% | +26.7% | -58.3% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling