+11.8%
D vs ZYBT
-79.2%
+91.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -1.1% |
| 7D | -2.2% | -3.7% | +1.5% | -2.3% |
| 30D | -4.5% | 0.0% | -4.5% | -4.4% |
| 3M | -2.5% | +72.2% | -74.7% | -1.6% |
| 6M | +5.5% | +103.1% | -97.6% | +6.8% |
| YTD | +13.3% | +34.8% | -21.5% | +14.7% |
| 1Y | +11.8% | -83.2% | +95.0% | +15.1% |
| All | +11.8% | -79.2% | +91.1% | +15.1% |
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 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