-15.9%
BAX vs ZYBT
-58.4%
+42.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | -5.1% | -3.7% | -1.4% | -5.1% |
| 30D | -12.2% | -12.8% | +0.6% | -12.2% |
| 3M | +21.8% | +76.2% | -54.4% | +23.9% |
| 6M | +36.3% | +109.3% | -73.0% | +37.1% |
| YTD | +27.8% | +36.5% | -8.7% | +29.9% |
| 1Y | -0.1% | -84.0% | +84.0% | +6.6% |
| All | -15.9% | -58.4% | +42.4% | -17.6% |
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