+32.4%
D vs ZYBT
-58.1%
+90.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.6% |
| 7D | +0.8% | -4.2% | +5.0% | +0.8% |
| 30D | -0.7% | -16.4% | +15.7% | -0.8% |
| 3M | +2.1% | +82.9% | -80.8% | +3.1% |
| 6M | +6.8% | +110.7% | -103.8% | +7.9% |
| YTD | +16.5% | +37.4% | -20.9% | +17.7% |
| 1Y | +19.2% | -80.6% | +99.8% | +20.8% |
| All | +32.4% | -58.1% | +90.5% | +30.9% |
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