-18.0%
BAX vs ZYBT
-58.9%
+40.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.6% |
| 7D | -7.9% | -3.7% | -4.1% | -7.9% |
| 30D | -11.7% | 0.0% | -11.7% | -11.7% |
| 3M | +16.2% | +72.2% | -56.0% | +18.2% |
| 6M | +32.0% | +103.1% | -71.2% | +32.8% |
| YTD | +24.7% | +34.8% | -10.1% | +26.7% |
| 1Y | -2.6% | -83.2% | +80.5% | +3.7% |
| All | -18.0% | -58.9% | +40.9% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling