+66.0%
BHP vs ZYBT
-83.2%
+149.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -2.5% |
| 7D | -5.0% | -6.9% | +2.0% | -5.0% |
| 30D | +1.2% | -31.8% | +32.9% | +1.2% |
| 3M | +1.8% | +94.0% | -92.1% | +2.3% |
| 6M | +18.0% | +99.0% | -81.0% | +18.6% |
| YTD | +52.7% | +40.0% | +12.7% | +53.2% |
| 1Y | +66.0% | -79.5% | +145.5% | +63.3% |
| All | +66.0% | -83.2% | +149.2% | +63.3% |
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