+398.6%
ZS vs BTG
+132.7%
+265.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.6% |
| 7D | -3.1% | -3.8% | +0.7% | -2.6% |
| 30D | -7.2% | +3.6% | -10.8% | -7.7% |
| 3M | +30.5% | +32.0% | -1.5% | +25.5% |
| 6M | +7.0% | +3.4% | +3.6% | +5.5% |
| YTD | -26.8% | +20.8% | -47.6% | -29.8% |
| 1Y | -42.6% | +22.4% | -65.0% | -45.4% |
| 3Y | -0.3% | +91.7% | -92.0% | -12.4% |
| 5Y | -39.2% | +79.0% | -118.2% | -46.5% |
| All | +398.6% | +132.7% | +265.9% | +431.5% |
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