-1.0%
ZS vs BTI
+108.0%
-108.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.6% |
| 7D | -8.1% | -2.0% | -6.1% | -8.1% |
| 30D | -8.4% | -3.4% | -5.0% | -8.5% |
| 3M | +31.1% | -9.0% | +40.1% | +31.0% |
| 6M | +4.4% | -5.0% | +9.4% | +4.7% |
| YTD | -27.3% | -0.3% | -27.0% | -27.6% |
| 1Y | -41.4% | +3.1% | -44.5% | -41.8% |
| All | -1.0% | +108.0% | -108.9% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling