+38.2%
AU vs ZYBT
-37.3%
+75.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | +4.1% | -3.5% | +7.6% | +4.1% |
| 30D | -5.3% | +24.3% | -29.7% | -5.3% |
| 3M | +0.6% | -41.5% | +42.1% | +0.5% |
| 6M | -0.8% | +58.6% | -59.4% | +2.5% |
| YTD | +7.6% | +20.0% | -12.4% | +16.1% |
| 1Y | +38.2% | -35.2% | +73.4% | +59.1% |
| All | +38.2% | -37.3% | +75.5% | +59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling