+189.7%
B vs ZYBT
-57.8%
+247.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.5% |
| 7D | -5.0% | -2.5% | -2.6% | -5.0% |
| 30D | +8.7% | -1.2% | +10.0% | +8.7% |
| 3M | +17.3% | +76.7% | -59.4% | +17.6% |
| 6M | -5.0% | +103.6% | -108.6% | -4.8% |
| YTD | +1.4% | +38.3% | -36.8% | +1.7% |
| 1Y | +50.5% | -84.7% | +135.2% | +51.7% |
| All | +189.7% | -57.8% | +247.6% | +184.2% |
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