+38.7%
ACWI vs ZYBT
-58.4%
+97.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | 0.0% | -3.7% | +3.7% | 0.0% |
| 30D | -0.6% | -12.8% | +12.2% | -0.6% |
| 3M | +4.3% | +76.2% | -71.9% | +4.4% |
| 6M | +12.7% | +109.3% | -96.7% | +12.0% |
| YTD | +13.9% | +36.5% | -22.6% | +13.9% |
| 1Y | +20.5% | -84.0% | +104.5% | +23.7% |
| All | +38.7% | -58.4% | +97.0% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling