-46.4%
BBWI vs ZYBT
-58.9%
+12.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.5% | +8.9% | +6.4% |
| 7D | -4.8% | -3.7% | -1.1% | -4.8% |
| 30D | +3.5% | 0.0% | +3.5% | +3.5% |
| 3M | -0.3% | +72.2% | -72.5% | +0.7% |
| 6M | -5.4% | +103.1% | -108.5% | -5.8% |
| YTD | -4.7% | +34.8% | -39.5% | -3.9% |
| 1Y | -30.5% | -83.2% | +52.7% | -24.5% |
| All | -46.4% | -58.9% | +12.5% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling