+312.3%
ZETA vs BTI
+133.8%
+178.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.7% |
| 7D | +18.1% | +1.6% | +16.5% | +18.0% |
| 30D | +13.6% | +9.2% | +4.3% | +12.8% |
| 3M | +23.7% | +9.6% | +14.1% | +22.9% |
| 6M | +128.5% | -2.4% | +130.9% | +129.3% |
| YTD | +80.1% | +14.2% | +65.9% | +76.8% |
| 1Y | +98.0% | +20.3% | +77.7% | +92.7% |
| 3Y | +348.6% | +147.4% | +201.2% | +276.6% |
| 5Y | +286.6% | +155.4% | +131.2% | +252.1% |
| All | +312.3% | +133.8% | +178.5% | +266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling