+25.3%
ALLE vs ZYBT
-57.3%
+82.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.0% |
| 7D | -0.2% | -6.9% | +6.7% | -0.2% |
| 30D | -6.8% | -31.8% | +25.0% | -6.8% |
| 3M | +21.0% | +94.0% | -72.9% | +19.9% |
| 6M | +1.1% | +99.0% | -97.9% | -0.4% |
| YTD | -0.5% | +40.0% | -40.5% | -1.4% |
| 1Y | -7.3% | -79.5% | +72.3% | -4.8% |
| All | +25.3% | -57.3% | +82.6% | +17.5% |
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