+37.5%
ACWI vs ZYBT
-57.8%
+95.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -1.9% | -2.5% | +0.5% | -1.9% |
| 30D | -1.3% | -1.2% | -0.1% | -1.3% |
| 3M | +5.0% | +76.7% | -71.7% | +5.1% |
| 6M | +11.7% | +103.6% | -91.9% | +11.1% |
| YTD | +13.0% | +38.3% | -25.3% | +12.9% |
| 1Y | +19.2% | -84.7% | +103.9% | +22.5% |
| All | +37.5% | -57.8% | +95.3% | +31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling