+19.5%
ECL vs ZYBT
-58.4%
+77.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | -2.7% | -3.7% | +0.9% | -2.8% |
| 30D | -4.3% | -12.8% | +8.5% | -4.3% |
| 3M | +3.2% | +76.2% | -73.0% | +4.6% |
| 6M | -2.9% | +109.3% | -112.2% | -1.8% |
| YTD | +4.3% | +36.5% | -32.3% | +5.7% |
| 1Y | +1.6% | -84.0% | +85.7% | +4.6% |
| All | +19.5% | -58.4% | +77.8% | +18.0% |
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