+4.8%
AR vs ZYBT
-58.9%
+63.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.9% |
| 7D | -2.5% | -3.7% | +1.2% | -2.5% |
| 30D | +2.5% | 0.0% | +2.5% | +2.5% |
| 3M | +12.3% | +72.2% | -59.9% | +13.3% |
| 6M | -3.1% | +103.1% | -106.3% | -2.8% |
| YTD | +11.5% | +34.8% | -23.3% | +12.4% |
| 1Y | +17.0% | -83.2% | +100.2% | +21.1% |
| All | +4.8% | -58.9% | +63.7% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling