+36.9%
EL vs ZYBT
-58.4%
+95.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.9% |
| 7D | -2.4% | -3.7% | +1.3% | -2.3% |
| 30D | +13.7% | -12.8% | +26.4% | +13.7% |
| 3M | +14.5% | +76.2% | -61.7% | +12.3% |
| 6M | +7.4% | +109.3% | -101.9% | +4.5% |
| YTD | -4.7% | +36.5% | -41.2% | -6.4% |
| 1Y | +12.9% | -84.0% | +96.9% | +15.5% |
| All | +36.9% | -58.4% | +95.3% | +31.1% |
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