+26.7%
EFV vs ZYBT
-79.2%
+106.0%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.1% |
| 7D | -0.8% | -3.7% | +2.9% | -0.8% |
| 30D | +0.6% | 0.0% | +0.6% | +0.6% |
| 3M | +7.5% | +72.2% | -64.7% | +8.5% |
| 6M | +13.0% | +103.1% | -90.1% | +13.6% |
| YTD | +18.3% | +34.8% | -16.5% | +19.2% |
| 1Y | +26.7% | -83.2% | +109.9% | +28.5% |
| All | +26.7% | -79.2% | +106.0% | +28.5% |
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