+114.5%
BTI vs Z
-65.8%
+180.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -2.4% | -7.1% | +4.6% | -2.1% |
| 30D | -4.8% | -4.8% | 0.0% | -4.6% |
| 3M | -8.1% | -9.3% | +1.2% | -7.8% |
| 6M | -4.2% | -29.0% | +24.8% | -2.9% |
| YTD | -1.3% | -52.9% | +51.6% | +2.0% |
| 1Y | +2.1% | -63.1% | +65.3% | +6.9% |
| 3Y | +108.9% | -36.9% | +145.8% | +109.1% |
| 5Y | +114.5% | -65.5% | +180.0% | +105.5% |
| All | +114.5% | -65.8% | +180.2% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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