+349.3%
ZETA vs BTI
+113.9%
+235.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -0.1% | -2.4% | +2.4% | +0.1% |
| 30D | +10.5% | -4.8% | +15.2% | +10.9% |
| 3M | +44.3% | -8.1% | +52.4% | +45.2% |
| 6M | +59.4% | -4.2% | +63.6% | +59.3% |
| YTD | +49.5% | -1.3% | +50.8% | +48.3% |
| 1Y | +62.7% | +2.1% | +60.6% | +60.6% |
| 3Y | +274.6% | +108.9% | +165.7% | +216.2% |
| 5Y | +349.3% | +114.5% | +234.9% | +306.2% |
| All | +349.3% | +113.9% | +235.4% | +306.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling