-38.6%
ZS vs BTI
+114.1%
-152.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.7% |
| 7D | -3.8% | -2.4% | -1.4% | -3.7% |
| 30D | -6.0% | -4.8% | -1.2% | -5.7% |
| 3M | +32.0% | -8.1% | +40.1% | +32.6% |
| 6M | +2.1% | -4.2% | +6.3% | +2.3% |
| YTD | -26.2% | -1.3% | -24.9% | -26.6% |
| 1Y | -41.2% | +2.1% | -43.3% | -41.9% |
| 3Y | +3.3% | +108.9% | -105.6% | -12.4% |
| All | -38.6% | +114.1% | -152.7% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling