-10.6%
BA vs ZYBT
-42.3%
+31.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +2.1% |
| 7D | +5.9% | -3.5% | +9.4% | +5.9% |
| 30D | -8.2% | +15.1% | -23.3% | -8.1% |
| 3M | -25.4% | +7.0% | -32.4% | -25.3% |
| 6M | -20.0% | +37.7% | -57.7% | -17.9% |
| YTD | -18.5% | +19.1% | -37.6% | -15.3% |
| 1Y | -10.6% | -38.3% | +27.7% | -4.1% |
| All | -10.6% | -42.3% | +31.7% | -4.1% |
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