+25.7%
EFV vs ZYBT
-42.3%
+68.0%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +3.1% |
| 7D | +2.9% | -3.5% | +6.4% | +2.9% |
| 30D | +3.6% | +15.1% | -11.5% | +3.6% |
| 3M | -0.1% | +7.0% | -7.2% | -0.1% |
| 6M | +9.6% | +37.7% | -28.1% | +11.3% |
| YTD | +17.0% | +19.1% | -2.2% | +18.8% |
| 1Y | +25.7% | -38.3% | +63.9% | +30.9% |
| All | +25.7% | -42.3% | +68.0% | +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 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