-6.7%
EFX vs ZYBT
-42.3%
+35.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.4% |
| 7D | +9.2% | -3.5% | +12.7% | +9.2% |
| 30D | +34.8% | +15.1% | +19.7% | +34.7% |
| 3M | +8.8% | +7.0% | +1.8% | +8.7% |
| 6M | +12.3% | +37.7% | -25.4% | +11.2% |
| YTD | -10.6% | +19.1% | -29.7% | -10.0% |
| 1Y | -6.7% | -38.3% | +31.5% | -1.9% |
| All | -6.7% | -42.3% | +35.6% | -1.9% |
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