+82.6%
COMP vs ZYBT
-60.2%
+142.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +16.6% | -2.0% | +18.5% | +16.6% |
| 3M | -23.5% | -2.0% | -21.6% | -23.5% |
| 6M | +25.7% | +56.4% | -30.7% | +28.2% |
| YTD | -3.4% | +30.4% | -33.8% | -1.8% |
| 1Y | +7.6% | -30.2% | +37.8% | +10.0% |
| All | +82.6% | -60.2% | +142.9% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling