-31.6%
ZS vs BTSG
+421.3%
-453.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.0% | -7.6% | -5.0% |
| 7D | -9.2% | +5.7% | -15.0% | -9.9% |
| 30D | -4.0% | +0.2% | -4.2% | -4.1% |
| 3M | +25.3% | +5.6% | +19.7% | +23.1% |
| 6M | -1.3% | +50.8% | -52.1% | -9.2% |
| YTD | -28.0% | +67.0% | -95.1% | -35.2% |
| 1Y | -42.5% | +145.5% | -188.0% | -52.0% |
| All | -31.6% | +421.3% | -453.0% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling