+348.6%
ZETA vs BTI
+149.4%
+199.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.6% |
| 7D | +18.1% | +1.6% | +16.5% | +18.2% |
| 30D | +13.6% | +9.2% | +4.3% | +13.9% |
| 3M | +23.7% | +9.6% | +14.1% | +24.1% |
| 6M | +128.5% | -2.4% | +130.9% | +129.7% |
| YTD | +80.1% | +14.2% | +65.9% | +79.5% |
| 1Y | +98.0% | +20.3% | +77.7% | +96.2% |
| 3Y | +348.6% | +147.4% | +201.2% | +273.3% |
| All | +348.6% | +149.4% | +199.2% | +273.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling