-12.8%
BKNG vs ZYBT
-83.2%
+70.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -6.0% | -6.9% | +0.9% | -6.0% |
| 30D | -6.6% | -31.8% | +25.1% | -6.7% |
| 3M | +15.7% | +94.0% | -78.3% | +16.9% |
| 6M | +14.1% | +99.0% | -84.9% | +15.7% |
| YTD | -9.3% | +40.0% | -49.3% | -8.3% |
| 1Y | -12.8% | -79.5% | +66.8% | -13.3% |
| All | -12.8% | -83.2% | +70.5% | -13.3% |
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