+120.2%
BTI vs ZCMD
-100.0%
+220.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -1.4% | -1.4% | 0.0% | -1.4% |
| 30D | -7.0% | -21.6% | +14.5% | -6.9% |
| 3M | -6.3% | -67.4% | +61.0% | -6.5% |
| 6M | -2.0% | -99.4% | +97.5% | +2.0% |
| YTD | +0.2% | -99.7% | +99.9% | +5.2% |
| 1Y | +3.8% | -99.9% | +103.7% | +9.9% |
| 3Y | +112.1% | -100.0% | +212.1% | +131.7% |
| 5Y | +113.6% | -100.0% | +213.6% | +133.7% |
| All | +120.2% | -100.0% | +220.2% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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