+22.0%
BTI vs ZYBT
-37.3%
+59.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.2% |
| 7D | +3.3% | -3.5% | +6.8% | +3.3% |
| 30D | +19.0% | +24.3% | -5.3% | +19.0% |
| 3M | +6.4% | -41.5% | +48.0% | +6.4% |
| 6M | +7.7% | +58.6% | -50.9% | +8.4% |
| YTD | +14.6% | +20.0% | -5.4% | +17.3% |
| 1Y | +22.0% | -35.2% | +57.2% | +25.2% |
| All | +22.0% | -37.3% | +59.3% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling