+4.1%
BBWI vs ZYBT
-42.3%
+46.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +4.1% |
| 7D | +8.8% | -3.5% | +12.3% | +8.8% |
| 30D | +34.8% | +15.1% | +19.7% | +34.9% |
| 3M | +12.9% | +7.0% | +5.9% | +13.0% |
| 6M | +29.6% | +37.7% | -8.1% | +32.3% |
| YTD | +20.8% | +19.1% | +1.6% | +26.7% |
| 1Y | +4.1% | -38.3% | +42.4% | +33.4% |
| All | +4.1% | -42.3% | +46.4% | +33.4% |
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