+35.4%
DD vs ZYBT
-42.3%
+77.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -1.8% |
| 7D | +8.7% | -3.5% | +12.2% | +8.7% |
| 30D | +15.3% | +15.1% | +0.2% | +15.3% |
| 3M | +5.9% | +7.0% | -1.1% | +5.9% |
| 6M | +11.6% | +37.7% | -26.1% | +11.6% |
| YTD | +26.5% | +19.1% | +7.4% | +26.5% |
| 1Y | +35.4% | -38.3% | +73.7% | +33.7% |
| All | +35.4% | -42.3% | +77.7% | +33.7% |
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