-88.4%
ADVB vs ZYBT
-63.1%
-25.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -5.3% |
| 7D | -13.0% | -3.7% | -9.3% | -12.8% |
| 30D | +7.5% | -12.8% | +20.2% | +8.1% |
| 3M | +129.1% | +76.2% | +52.9% | +38.1% |
| 6M | +71.7% | +109.3% | -37.6% | +0.5% |
| YTD | +45.5% | +36.5% | +9.0% | -12.5% |
| 1Y | -2.7% | -84.0% | +81.3% | -34.5% |
| All | -88.4% | -63.1% | -25.3% | -94.1% |
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