+5.4%
A vs ZYBT
-57.8%
+63.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | -4.6% | -2.5% | -2.1% | -4.6% |
| 30D | -4.3% | -1.2% | -3.0% | -4.3% |
| 3M | +8.9% | +76.7% | -67.7% | +9.5% |
| 6M | +24.5% | +103.6% | -79.1% | +23.9% |
| YTD | +5.8% | +38.3% | -32.4% | +6.2% |
| 1Y | +16.2% | -84.7% | +100.9% | +21.5% |
| All | +5.4% | -57.8% | +63.3% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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