+93.6%
C vs ZYBT
-58.1%
+151.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.7% |
| 7D | +3.2% | -4.2% | +7.4% | +3.2% |
| 30D | +1.3% | -16.4% | +17.7% | +1.3% |
| 3M | +3.1% | +82.9% | -79.8% | +3.2% |
| 6M | +29.6% | +110.7% | -81.0% | +28.4% |
| YTD | +19.0% | +37.4% | -18.4% | +18.7% |
| 1Y | +45.6% | -80.6% | +126.3% | +50.1% |
| All | +93.6% | -58.1% | +151.7% | +81.8% |
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