+101.5%
BTSG vs ZYBT
-37.3%
+138.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.4% | -5.6% |
| 7D | +9.4% | -3.5% | +12.9% | +9.4% |
| 30D | +3.3% | +24.3% | -21.0% | +3.3% |
| 3M | +4.5% | -41.5% | +46.0% | +4.5% |
| 6M | +28.0% | +58.6% | -30.6% | +29.7% |
| YTD | +75.9% | +20.0% | +55.9% | +80.4% |
| 1Y | +101.5% | -35.2% | +136.7% | +121.0% |
| All | +101.5% | -37.3% | +138.8% | +121.0% |
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