-20.3%
BX vs ZYBT
-58.9%
+38.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +2.5% |
| 7D | -5.6% | -3.7% | -1.9% | -5.6% |
| 30D | -12.2% | 0.0% | -12.2% | -12.2% |
| 3M | +7.4% | +72.2% | -64.8% | +9.1% |
| 6M | +22.2% | +103.1% | -81.0% | +21.8% |
| YTD | -14.0% | +34.8% | -48.8% | -12.9% |
| 1Y | -27.3% | -83.2% | +55.9% | -20.7% |
| All | -20.3% | -58.9% | +38.6% | -23.3% |
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 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