+28.6%
ED vs ZYBT
-57.8%
+86.4%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -1.9% | -2.5% | +0.6% | -1.9% |
| 30D | +0.1% | -1.2% | +1.3% | +0.1% |
| 3M | 0.0% | +76.7% | -76.7% | +1.3% |
| 6M | -2.5% | +103.6% | -106.1% | -0.9% |
| YTD | +10.1% | +38.3% | -28.2% | +11.7% |
| 1Y | +13.6% | -84.7% | +98.3% | +14.3% |
| All | +28.6% | -57.8% | +86.4% | +30.2% |
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