+55.7%
ZTS vs BTG
+159.3%
-103.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.7% | -3.8% | 0.0% | -3.6% |
| 30D | -0.8% | +3.6% | -4.4% | -1.0% |
| 3M | -9.7% | +32.0% | -41.7% | -10.9% |
| 6M | -38.4% | +3.4% | -41.8% | -38.7% |
| YTD | -41.1% | +20.8% | -61.9% | -42.0% |
| 1Y | -50.6% | +22.4% | -73.0% | -51.6% |
| 3Y | -59.1% | +91.7% | -150.9% | -61.4% |
| 5Y | -62.7% | +79.0% | -141.7% | -64.8% |
| All | +55.7% | +159.3% | -103.5% | +48.8% |
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