+40.6%
BP vs ZYBT
-79.2%
+119.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | 0.0% |
| 7D | +5.2% | -3.7% | +9.0% | +5.2% |
| 30D | +8.7% | 0.0% | +8.7% | +8.7% |
| 3M | +9.3% | +72.2% | -62.9% | +9.1% |
| 6M | +13.6% | +103.1% | -89.6% | +14.0% |
| YTD | +37.7% | +34.8% | +2.9% | +37.3% |
| 1Y | +40.6% | -83.2% | +123.8% | +34.5% |
| All | +40.6% | -79.2% | +119.9% | +34.5% |
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