+197.3%
B vs ZYBT
-58.4%
+255.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +1.0% | -3.7% | +4.7% | +1.0% |
| 30D | +9.5% | -12.8% | +22.3% | +9.5% |
| 3M | +14.3% | +76.2% | -61.9% | +14.6% |
| 6M | -1.9% | +109.3% | -111.2% | -1.7% |
| YTD | +4.1% | +36.5% | -32.4% | +4.4% |
| 1Y | +56.1% | -84.0% | +140.1% | +57.4% |
| All | +197.3% | -58.4% | +255.6% | +191.6% |
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