+92.3%
BHP vs ZYBT
-58.9%
+151.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | -3.6% | -3.7% | +0.1% | -3.6% |
| 30D | -1.2% | 0.0% | -1.2% | -1.2% |
| 3M | +1.2% | +72.2% | -71.0% | +1.2% |
| 6M | +21.4% | +103.1% | -81.7% | +20.7% |
| YTD | +50.4% | +34.8% | +15.6% | +50.2% |
| 1Y | +67.5% | -83.2% | +150.7% | +71.0% |
| All | +92.3% | -58.9% | +151.2% | +76.9% |
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