-62.4%
ZTS vs BTI
+113.9%
-176.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.1% |
| 7D | -3.8% | -2.4% | -1.3% | -3.1% |
| 30D | -2.0% | -4.8% | +2.7% | -0.8% |
| 3M | -10.2% | -8.1% | -2.1% | -8.4% |
| 6M | -39.4% | -4.2% | -35.2% | -38.9% |
| YTD | -40.8% | -1.3% | -39.5% | -40.9% |
| 1Y | -50.1% | +2.1% | -52.2% | -50.7% |
| 3Y | -58.9% | +108.9% | -167.8% | -67.1% |
| 5Y | -62.4% | +114.5% | -176.8% | -68.5% |
| All | -62.4% | +113.9% | -176.3% | -68.5% |
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