+53.4%
BHP vs ZYBT
-42.3%
+95.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.3% | +2.6% |
| 7D | -2.5% | -3.5% | +1.0% | -2.5% |
| 30D | -7.7% | +15.1% | -22.8% | -7.7% |
| 3M | -6.4% | +7.0% | -13.4% | -6.4% |
| 6M | +5.2% | +37.7% | -32.5% | +6.7% |
| YTD | +38.3% | +19.1% | +19.2% | +40.3% |
| 1Y | +53.4% | -38.3% | +91.7% | +58.6% |
| All | +53.4% | -42.3% | +95.7% | +58.6% |
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 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