+246.3%
ZETA vs BTI
+105.0%
+141.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -2.4% | -1.4% | -1.1% | -2.3% |
| 30D | +15.6% | -7.0% | +22.6% | +16.2% |
| 3M | +41.5% | -6.3% | +47.8% | +42.1% |
| 6M | +63.4% | -2.0% | +65.4% | +62.9% |
| YTD | +51.3% | +0.2% | +51.1% | +50.0% |
| 1Y | +65.8% | +3.8% | +62.0% | +63.5% |
| 3Y | +279.2% | +112.1% | +167.1% | +222.6% |
| 5Y | +341.8% | +113.6% | +228.1% | +298.4% |
| All | +246.3% | +105.0% | +141.3% | +210.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling