-41.6%
BAH vs ZYBT
-58.4%
+16.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.1% |
| 7D | -1.3% | -3.7% | +2.4% | -1.3% |
| 30D | -6.6% | -12.8% | +6.2% | -6.6% |
| 3M | -7.2% | +76.2% | -83.4% | -6.8% |
| 6M | -10.0% | +109.3% | -119.3% | -10.6% |
| YTD | -12.5% | +36.5% | -49.0% | -12.3% |
| 1Y | -27.9% | -84.0% | +56.1% | -24.6% |
| All | -41.6% | -58.4% | +16.8% | -42.7% |
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