-25.6%
EFX vs ZYBT
-83.2%
+57.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.1% | -6.4% |
| 7D | -8.6% | -6.9% | -1.7% | -8.6% |
| 30D | +0.1% | -31.8% | +31.9% | +0.2% |
| 3M | +3.8% | +94.0% | -90.1% | +2.2% |
| 6M | -13.5% | +99.0% | -112.5% | -14.6% |
| YTD | -17.7% | +40.0% | -57.7% | -18.8% |
| 1Y | -25.6% | -79.5% | +54.0% | -27.2% |
| All | -25.6% | -83.2% | +57.6% | -27.2% |
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 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