-30.5%
ZS vs BTSG
+389.4%
-419.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +0.5% |
| 7D | -3.1% | -3.3% | +0.2% | -2.7% |
| 30D | -7.2% | -1.6% | -5.6% | -7.1% |
| 3M | +30.5% | -6.9% | +37.4% | +30.5% |
| 6M | +7.0% | +42.1% | -35.1% | -0.9% |
| YTD | -26.8% | +56.8% | -83.7% | -33.7% |
| 1Y | -42.6% | +109.8% | -152.4% | -50.8% |
| All | -30.5% | +389.4% | -419.9% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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