+59.2%
BP vs ZYBT
-57.8%
+117.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.9% |
| 7D | +5.7% | -2.5% | +8.2% | +5.7% |
| 30D | +8.1% | -1.2% | +9.3% | +8.1% |
| 3M | +8.6% | +76.7% | -68.1% | +8.2% |
| 6M | +18.1% | +103.6% | -85.5% | +16.7% |
| YTD | +37.6% | +38.3% | -0.7% | +36.9% |
| 1Y | +39.4% | -84.7% | +124.1% | +45.6% |
| All | +59.2% | -57.8% | +117.0% | +50.1% |
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