+64.3%
BTI vs ZYBT
-58.9%
+123.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.7% |
| 7D | -0.2% | -3.7% | +3.5% | -0.2% |
| 30D | -1.1% | 0.0% | -1.1% | -1.1% |
| 3M | -8.8% | +72.2% | -81.0% | -8.1% |
| 6M | -4.0% | +103.1% | -107.1% | -2.8% |
| YTD | +0.4% | +34.8% | -34.4% | +1.3% |
| 1Y | +1.9% | -83.2% | +85.1% | +1.7% |
| All | +64.3% | -58.9% | +123.2% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling