+174.6%
ZTS vs BTI
+142.5%
+32.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -2.0% | -1.4% | -0.6% | -1.5% |
| 30D | +1.9% | -6.6% | +8.5% | +4.1% |
| 3M | -4.0% | -3.0% | -1.0% | -3.4% |
| 6M | -39.1% | -6.7% | -32.5% | -38.0% |
| YTD | -38.8% | +0.6% | -39.4% | -39.3% |
| 1Y | -49.6% | +5.6% | -55.2% | -50.9% |
| 3Y | -59.0% | +110.3% | -169.3% | -68.7% |
| 5Y | -61.8% | +114.3% | -176.0% | -71.4% |
| 10Y | +61.4% | +67.7% | -6.2% | +22.5% |
| All | +174.6% | +142.5% | +32.1% | +82.4% |
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