+118.7%
BTI vs Z
+7.8%
+110.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +1.1% |
| 7D | +1.6% | +0.8% | +0.8% | +1.6% |
| 30D | +9.2% | +5.2% | +4.0% | +8.7% |
| 3M | +9.6% | -17.0% | +26.7% | +10.7% |
| 6M | -2.4% | -22.7% | +20.2% | -1.2% |
| YTD | +14.2% | -56.3% | +70.6% | +19.9% |
| 1Y | +20.3% | -57.7% | +78.0% | +26.5% |
| 3Y | +147.4% | -16.5% | +164.0% | +143.0% |
| 5Y | +155.4% | -53.4% | +208.8% | +156.2% |
| 10Y | +127.3% | -15.9% | +143.3% | +99.7% |
| All | +118.7% | +7.8% | +110.9% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling